+245.8%
THC vs CASY
+215.7%
+30.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +1.3% | -11.3% | +12.6% | +2.5% |
| 3M | +64.2% | -0.6% | +64.9% | +62.9% |
| 6M | +8.3% | +10.7% | -2.4% | +5.3% |
| YTD | +33.4% | +37.1% | -3.7% | +25.0% |
| 1Y | +37.7% | +52.3% | -14.6% | +26.3% |
| All | +245.8% | +215.7% | +30.1% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling