+621.7%
HPE vs CASY
+664.2%
-42.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.3% | -11.3% | +9.1% | +1.3% |
| 3M | -2.9% | -0.6% | -2.2% | -4.5% |
| 6M | +143.6% | +10.7% | +132.8% | +130.1% |
| YTD | +118.5% | +37.1% | +81.4% | +91.0% |
| 1Y | +129.2% | +52.3% | +76.9% | +91.8% |
| 3Y | +212.5% | +215.2% | -2.7% | +91.6% |
| 5Y | +286.9% | +276.5% | +10.4% | +116.8% |
| 10Y | +432.3% | +508.4% | -76.0% | +151.7% |
| All | +621.7% | +664.2% | -42.5% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling