+3,408.6%
HRB vs CASY
+33,553.3%
-30,144.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -4.0% | +5.0% | -9.0% | -5.0% |
| 30D | +15.8% | +8.2% | +7.6% | +14.0% |
| 3M | +12.0% | -18.2% | +30.2% | +16.2% |
| 6M | +40.7% | -18.6% | +59.3% | +44.9% |
| YTD | +21.0% | +26.8% | -5.8% | +13.1% |
| 1Y | +11.7% | +31.6% | -19.9% | +3.5% |
| 3Y | +25.0% | +156.5% | -131.6% | -0.7% |
| 5Y | +141.0% | +258.6% | -117.6% | +77.7% |
| 10Y | +241.3% | +550.3% | -309.0% | +124.2% |
| All | +3,408.6% | +33,553.3% | -30,144.6% | +1,234.5% |
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