+599.2%
HPE vs CASY
+622.5%
-23.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.2% |
| 7D | +0.3% | +5.8% | -5.5% | -1.3% |
| 30D | -28.6% | +10.7% | -39.2% | -30.8% |
| 3M | -7.4% | -13.9% | +6.5% | -4.2% |
| 6M | +63.7% | -18.4% | +82.1% | +69.9% |
| YTD | +111.7% | +29.6% | +82.1% | +86.2% |
| 1Y | +123.5% | +32.8% | +90.7% | +94.3% |
| 3Y | +238.7% | +162.3% | +76.4% | +121.0% |
| 5Y | +261.0% | +265.0% | -4.0% | +101.5% |
| 10Y | +390.2% | +555.4% | -165.2% | +128.0% |
| All | +599.2% | +622.5% | -23.3% | +192.7% |
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