+122.6%
HST vs CASY
+550.0%
-427.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.6% | +2.5% | +1.1% | +2.8% |
| 30D | +9.9% | +10.2% | -0.3% | +6.3% |
| 3M | +12.9% | -15.7% | +28.6% | +18.6% |
| 6M | +22.9% | -18.4% | +41.2% | +28.6% |
| YTD | +52.4% | +28.3% | +24.1% | +33.1% |
| 1Y | +52.5% | +32.6% | +20.0% | +31.2% |
| 3Y | +87.4% | +159.5% | -72.1% | +17.0% |
| 5Y | +82.9% | +263.9% | -181.0% | -4.2% |
| All | +122.6% | +550.0% | -427.4% | -3.5% |
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 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