+453.2%
HUT vs CASY
+597.4%
-144.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.3% | +7.6% |
| 7D | +28.3% | -4.4% | +32.6% | +30.4% |
| 30D | +12.3% | -12.0% | +24.4% | +17.5% |
| 3M | -16.8% | -2.3% | -14.5% | -18.7% |
| 6M | +111.4% | +10.5% | +100.8% | +94.5% |
| YTD | +116.6% | +33.0% | +83.5% | +83.5% |
| 1Y | +290.5% | +41.1% | +249.3% | +221.5% |
| 3Y | +792.3% | +207.5% | +584.8% | +421.1% |
| 5Y | +94.1% | +290.7% | -196.6% | +3.5% |
| All | +453.2% | +597.4% | -144.3% | +240.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling