+213.0%
HRB vs CASY
+555.0%
-342.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -5.1% | +3.6% | -8.6% | -6.2% |
| 30D | +8.7% | +9.1% | -0.4% | +5.6% |
| 3M | -5.4% | -16.5% | +11.1% | -0.2% |
| 6M | +41.6% | -19.7% | +61.3% | +49.6% |
| YTD | +18.7% | +29.3% | -10.6% | +3.0% |
| 1Y | +16.4% | +33.1% | -16.7% | -0.3% |
| 3Y | +22.0% | +158.5% | -136.5% | -24.4% |
| 5Y | +141.2% | +266.7% | -125.5% | +23.6% |
| All | +213.0% | +555.0% | -342.0% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling