+308.1%
HUBS vs CASY
+453.5%
-145.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -9.0% | -18.6% | +9.6% | -3.7% |
| 30D | +7.2% | -26.6% | +33.9% | +16.6% |
| 3M | +20.9% | -32.8% | +53.6% | +34.6% |
| 6M | -13.0% | -10.0% | -3.0% | -13.3% |
| YTD | -43.8% | +11.6% | -55.5% | -48.5% |
| 1Y | -54.6% | +11.5% | -66.1% | -58.5% |
| 3Y | -58.5% | +160.7% | -219.1% | -73.6% |
| 5Y | -66.4% | +232.4% | -298.8% | -80.8% |
| All | +308.1% | +453.5% | -145.3% | +87.4% |
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