+4.8%
HUM vs CASY
+230.5%
-225.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -17.2% | +15.8% | +1.2% |
| 30D | +7.5% | -24.4% | +31.9% | +11.9% |
| 3M | +10.2% | -31.4% | +41.6% | +16.4% |
| 6M | +132.5% | -8.9% | +141.4% | +132.0% |
| YTD | +57.6% | +13.8% | +43.8% | +50.6% |
| 1Y | +48.6% | +17.0% | +31.6% | +40.9% |
| 3Y | -11.2% | +163.1% | -174.3% | -31.1% |
| 5Y | +4.8% | +239.0% | -234.2% | -24.6% |
| All | +4.8% | +230.5% | -225.7% | -24.6% |
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