+1,524.1%
HWM vs CASY
+553.2%
+970.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +3.4% | +1.1% | +2.3% | +2.8% |
| 30D | -7.5% | +8.7% | -16.2% | -10.9% |
| 3M | -28.9% | -17.3% | -11.6% | -24.0% |
| 6M | -19.6% | -19.7% | +0.1% | -14.5% |
| YTD | +0.6% | +24.8% | -24.2% | -13.2% |
| 1Y | +0.3% | +31.9% | -31.6% | -16.0% |
| 3Y | +326.1% | +155.4% | +170.8% | +147.6% |
| 5Y | +525.2% | +250.6% | +274.6% | +197.5% |
| All | +1,524.1% | +553.2% | +970.9% | +502.9% |
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