+113.8%
HRB vs CASY
+230.5%
-116.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -12.2% | -17.2% | +5.1% | -9.2% |
| 30D | -3.0% | -24.4% | +21.4% | +1.9% |
| 3M | +21.7% | -31.4% | +53.1% | +30.0% |
| 6M | +52.3% | -8.9% | +61.2% | +51.1% |
| YTD | +6.5% | +13.8% | -7.3% | -1.2% |
| 1Y | -6.7% | +17.0% | -23.6% | -14.2% |
| 3Y | +25.1% | +163.1% | -138.0% | -15.9% |
| 5Y | +113.8% | +239.0% | -125.2% | +24.0% |
| All | +113.8% | +230.5% | -116.8% | +24.0% |
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 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