+78.0%
HST vs CASY
+154.1%
-76.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +10.7% | +8.7% | +2.0% | +9.7% |
| 3M | +6.3% | -17.3% | +23.6% | +8.2% |
| 6M | +19.0% | -19.7% | +38.7% | +21.7% |
| YTD | +47.0% | +24.8% | +22.2% | +37.8% |
| 1Y | +53.4% | +31.9% | +21.5% | +42.1% |
| 3Y | +78.0% | +155.4% | -77.4% | +38.8% |
| All | +78.0% | +154.1% | -76.1% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling