+1,516.2%
HWM vs CASY
+539.5%
+976.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -1.8% | +5.0% | -6.7% | -3.7% |
| 30D | -2.7% | +8.2% | -10.9% | -6.0% |
| 3M | -22.7% | -18.2% | -4.6% | -17.0% |
| 6M | -18.9% | -18.6% | -0.3% | -14.3% |
| YTD | +7.1% | +26.8% | -19.7% | -8.3% |
| 1Y | +4.7% | +31.6% | -26.9% | -12.2% |
| 3Y | +345.6% | +156.5% | +189.1% | +158.5% |
| 5Y | +588.3% | +258.6% | +329.6% | +223.5% |
| 10Y | +1,516.2% | +550.3% | +965.9% | +483.2% |
| All | +1,516.2% | +539.5% | +976.7% | +483.2% |
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