+144.6%
HST vs CASY
+539.5%
-394.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +0.6% | +5.0% | -4.4% | -1.1% |
| 30D | +14.5% | +8.2% | +6.3% | +11.4% |
| 3M | +15.4% | -18.2% | +33.6% | +22.5% |
| 6M | +22.0% | -18.6% | +40.6% | +27.8% |
| YTD | +54.9% | +26.8% | +28.1% | +35.7% |
| 1Y | +54.0% | +31.6% | +22.4% | +32.6% |
| 3Y | +90.4% | +156.5% | -66.1% | +19.1% |
| 5Y | +84.2% | +258.6% | -174.4% | -3.4% |
| 10Y | +144.6% | +550.3% | -405.7% | +4.4% |
| All | +144.6% | +539.5% | -394.9% | +4.4% |
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