+96.7%
HST vs CASY
+568.7%
-472.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | -11.3% | -0.9% | -8.7% |
| 3M | -6.4% | -0.6% | -5.7% | -7.9% |
| 6M | +15.0% | +10.7% | +4.3% | +7.8% |
| YTD | +30.5% | +37.1% | -6.6% | +12.2% |
| 1Y | +35.7% | +52.3% | -16.6% | +11.3% |
| 3Y | +68.4% | +215.2% | -146.8% | -3.0% |
| 5Y | +73.1% | +276.5% | -203.4% | -9.8% |
| All | +96.7% | +568.7% | -472.0% | -20.0% |
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 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