+27.9%
HRB vs CASY
+209.8%
-181.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -6.3% |
| 7D | -9.1% | -4.4% | -4.7% | -8.8% |
| 30D | +0.3% | -12.0% | +12.3% | +1.0% |
| 3M | +23.4% | -2.3% | +25.7% | +23.1% |
| 6M | +45.1% | +10.5% | +34.6% | +41.6% |
| YTD | +8.9% | +33.0% | -24.1% | +2.8% |
| 1Y | -7.9% | +41.1% | -49.1% | -14.0% |
| 3Y | +27.9% | +207.5% | -179.6% | +8.8% |
| All | +27.9% | +209.8% | -181.8% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling