+720.6%
HUT vs CASY
+215.7%
+504.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +17.8% | +0.1% | +17.7% | +17.7% |
| 30D | +0.8% | -11.3% | +12.2% | +5.3% |
| 3M | -26.8% | -0.6% | -26.1% | -29.1% |
| 6M | +72.6% | +10.7% | +61.8% | +55.2% |
| YTD | +103.6% | +37.1% | +66.5% | +62.3% |
| 1Y | +265.3% | +52.3% | +213.0% | +173.1% |
| All | +720.6% | +215.7% | +504.9% | +331.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling