+2,524.6%
HPQ vs CASY
+33,247.3%
-30,722.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.6% | +3.6% | -4.2% | -1.4% |
| 30D | -6.5% | +7.2% | -13.7% | -7.9% |
| 3M | -5.1% | -16.9% | +11.8% | -1.7% |
| 6M | +27.3% | -19.3% | +46.6% | +31.6% |
| YTD | +31.7% | +25.6% | +6.0% | +22.8% |
| 1Y | +13.0% | +30.2% | -17.2% | +4.3% |
| 3Y | +18.3% | +154.9% | -136.6% | -7.9% |
| 5Y | +7.4% | +252.1% | -244.8% | -23.1% |
| 10Y | +154.8% | +535.8% | -381.1% | +57.5% |
| All | +2,524.6% | +33,247.3% | -30,722.8% | +683.5% |
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