+192.7%
HUT vs CASY
+554.5%
-361.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.3% | +14.9% | +14.7% |
| 7D | -11.4% | +1.1% | -12.5% | -11.9% |
| 30D | -41.0% | +8.7% | -49.7% | -43.3% |
| 3M | -41.9% | -17.3% | -24.6% | -38.6% |
| 6M | -51.7% | -19.7% | -31.9% | -49.3% |
| YTD | +14.6% | +24.8% | -10.2% | -1.7% |
| 1Y | +21.4% | +31.9% | -10.5% | +1.2% |
| 3Y | +359.8% | +155.4% | +204.4% | +185.7% |
| 5Y | -27.5% | +250.6% | -278.1% | -60.3% |
| All | +192.7% | +554.5% | -361.7% | +82.3% |
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