+1,387.4%
HWM vs CASY
+548.1%
+839.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +3.3% | +1.1% | +2.2% | +2.7% |
| 30D | -7.6% | +8.7% | -16.3% | -11.0% |
| 3M | -28.9% | -17.3% | -11.6% | -24.0% |
| 6M | -19.7% | -19.7% | +0.1% | -14.6% |
| YTD | +0.5% | +24.8% | -24.3% | -13.3% |
| 1Y | +0.3% | +31.9% | -31.6% | -16.0% |
| 3Y | +325.8% | +155.4% | +170.5% | +147.8% |
| 5Y | +524.7% | +250.6% | +274.2% | +198.0% |
| 10Y | +1,491.8% | +556.8% | +934.9% | +492.1% |
| All | +1,387.4% | +548.1% | +839.4% | +453.5% |
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