+2,583.1%
HPQ vs CASY
+33,946.0%
-31,362.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | +2.5% | -4.4% | -2.4% |
| 30D | -5.7% | +10.2% | -15.9% | -7.7% |
| 3M | -0.4% | -15.7% | +15.3% | +2.8% |
| 6M | +40.0% | -18.4% | +58.4% | +44.4% |
| YTD | +34.6% | +28.3% | +6.4% | +24.9% |
| 1Y | +20.4% | +32.6% | -12.2% | +10.7% |
| 3Y | +18.3% | +159.5% | -141.2% | -8.2% |
| 5Y | +9.6% | +263.9% | -254.3% | -22.1% |
| 10Y | +156.3% | +548.5% | -392.1% | +57.7% |
| All | +2,583.1% | +33,946.0% | -31,362.9% | +697.3% |
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