+71.6%
HST vs CASY
+250.1%
-178.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +10.7% | +8.7% | +2.0% | +8.8% |
| 3M | +6.3% | -17.3% | +23.6% | +9.9% |
| 6M | +19.0% | -19.7% | +38.7% | +23.3% |
| YTD | +47.0% | +24.8% | +22.2% | +34.0% |
| 1Y | +53.4% | +31.9% | +21.5% | +37.4% |
| 3Y | +78.0% | +155.4% | -77.4% | +24.1% |
| All | +71.6% | +250.1% | -178.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling