+1,352.0%
HWM vs CASY
+549.8%
+802.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.8% |
| 7D | -2.4% | +1.8% | -4.3% | -3.3% |
| 30D | -13.3% | +11.2% | -24.4% | -17.2% |
| 3M | -31.0% | -19.1% | -12.0% | -25.6% |
| 6M | -17.1% | -19.9% | +2.8% | -11.8% |
| YTD | -1.9% | +25.2% | -27.0% | -15.4% |
| 1Y | -2.4% | +31.6% | -34.0% | -18.1% |
| 3Y | +322.2% | +155.4% | +166.8% | +145.8% |
| 5Y | +509.8% | +251.5% | +258.3% | +190.5% |
| 10Y | +1,453.8% | +558.6% | +895.1% | +477.4% |
| All | +1,352.0% | +549.8% | +802.1% | +439.8% |
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 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