+642.7%
HUBS vs CASY
+812.7%
-170.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -12.4% | -17.2% | +4.9% | -7.7% |
| 30D | +1.4% | -24.4% | +25.8% | +9.3% |
| 3M | +16.0% | -31.4% | +47.4% | +28.4% |
| 6M | -17.0% | -8.9% | -8.1% | -17.4% |
| YTD | -44.3% | +13.8% | -58.1% | -48.9% |
| 1Y | -54.3% | +17.0% | -71.3% | -58.7% |
| 3Y | -58.4% | +163.1% | -221.5% | -73.0% |
| 5Y | -66.7% | +239.0% | -305.7% | -80.5% |
| 10Y | +315.9% | +461.6% | -145.7% | +97.1% |
| All | +642.7% | +812.7% | -170.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling