+378.0%
HUBB vs CASY
+550.0%
-172.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +4.6% | +2.5% | +2.1% | +3.8% |
| 30D | -8.4% | +10.2% | -18.6% | -11.3% |
| 3M | -14.3% | -15.7% | +1.4% | -10.3% |
| 6M | -9.3% | -18.4% | +9.0% | -5.4% |
| YTD | -0.5% | +28.3% | -28.8% | -12.8% |
| 1Y | -2.1% | +32.6% | -34.7% | -15.5% |
| 3Y | +57.2% | +159.5% | -102.3% | +1.0% |
| 5Y | +127.1% | +263.9% | -136.8% | +23.6% |
| All | +378.0% | +550.0% | -172.0% | +107.3% |
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