+137.1%
HST vs CASY
+565.2%
-428.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.3% |
| 7D | -1.3% | +5.8% | -7.1% | -3.1% |
| 30D | +13.4% | +10.7% | +2.7% | +9.4% |
| 3M | +16.7% | -13.9% | +30.6% | +21.7% |
| 6M | +24.0% | -18.4% | +42.4% | +30.0% |
| YTD | +54.0% | +29.6% | +24.3% | +33.9% |
| 1Y | +55.0% | +32.8% | +22.2% | +33.2% |
| 3Y | +89.3% | +162.3% | -72.9% | +17.5% |
| 5Y | +85.4% | +265.0% | -179.6% | -3.2% |
| 10Y | +137.1% | +555.4% | -418.2% | +0.9% |
| All | +137.1% | +565.2% | -428.0% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling