+146.7%
HUM vs CASY
+464.4%
-317.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -17.2% | +15.8% | +2.6% |
| 30D | +7.5% | -24.4% | +31.9% | +14.1% |
| 3M | +10.2% | -31.4% | +41.6% | +19.4% |
| 6M | +132.5% | -8.9% | +141.4% | +133.0% |
| YTD | +57.6% | +13.8% | +43.8% | +49.0% |
| 1Y | +48.6% | +17.0% | +31.6% | +39.1% |
| 3Y | -11.2% | +163.1% | -174.3% | -35.2% |
| 5Y | +4.8% | +239.0% | -234.2% | -30.0% |
| All | +146.7% | +464.4% | -317.7% | +40.7% |
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 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