-8.3%
HRB vs CASY
+22.7%
-31.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | -2.1% |
| 7D | -10.6% | -16.5% | +5.9% | -11.2% |
| 30D | -0.8% | -26.4% | +25.6% | -2.5% |
| 3M | +19.1% | -17.3% | +36.4% | +18.5% |
| 6M | +48.7% | -5.2% | +53.9% | +45.4% |
| YTD | +7.1% | +14.1% | -7.0% | -1.0% |
| 1Y | -8.3% | +16.6% | -24.9% | -17.0% |
| All | -8.3% | +22.7% | -31.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling