+610.2%
HWM vs CASY
+265.4%
+344.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | 0.0% | +1.7% |
| 7D | +5.0% | +5.8% | -0.9% | +3.5% |
| 30D | +1.5% | +10.7% | -9.2% | -1.2% |
| 3M | -20.3% | -13.9% | -6.5% | -17.6% |
| 6M | -18.0% | -18.4% | +0.4% | -14.4% |
| YTD | +9.5% | +29.6% | -20.1% | -2.1% |
| 1Y | +7.5% | +32.8% | -25.4% | -4.9% |
| 3Y | +355.7% | +162.3% | +193.4% | +210.7% |
| 5Y | +610.2% | +265.0% | +345.2% | +308.8% |
| All | +610.2% | +265.4% | +344.8% | +308.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling