+142.3%
HRB vs CASY
+253.8%
-111.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -2.4% | +3.6% | -6.0% | -3.1% |
| 30D | +15.7% | +7.2% | +8.5% | +14.3% |
| 3M | +11.4% | -16.9% | +28.3% | +14.7% |
| 6M | +40.7% | -19.3% | +60.1% | +45.3% |
| YTD | +21.0% | +25.6% | -4.7% | +10.3% |
| 1Y | +7.2% | +30.2% | -22.9% | -3.3% |
| 3Y | +29.2% | +154.9% | -125.7% | -9.3% |
| 5Y | +142.3% | +252.1% | -109.8% | +40.9% |
| All | +142.3% | +253.8% | -111.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling