+3,275.8%
HRB vs CASY
+36,294.0%
-33,018.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.7% | +0.1% | -5.7% | -5.7% |
| 30D | +7.9% | -11.3% | +19.3% | +10.4% |
| 3M | +32.1% | -0.6% | +32.8% | +31.1% |
| 6M | +62.2% | +10.7% | +51.5% | +56.8% |
| YTD | +16.4% | +37.1% | -20.7% | +7.4% |
| 1Y | -0.3% | +52.3% | -52.6% | -10.1% |
| 3Y | +36.0% | +215.2% | -179.2% | +3.7% |
| 5Y | +125.2% | +276.5% | -151.3% | +64.7% |
| 10Y | +237.7% | +508.4% | -270.7% | +123.9% |
| All | +3,275.8% | +36,294.0% | -33,018.2% | +1,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling