+547.6%
THC vs CASY
+33,122.1%
-32,574.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | +5.9% | +1.8% | +4.0% | +5.5% |
| 30D | +10.8% | +11.2% | -0.3% | +8.4% |
| 3M | +9.4% | -19.1% | +28.5% | +13.7% |
| 6M | +53.3% | -19.9% | +73.2% | +58.1% |
| YTD | +44.2% | +25.2% | +19.0% | +34.9% |
| 1Y | +37.3% | +31.6% | +5.7% | +27.0% |
| 3Y | +421.6% | +155.4% | +266.2% | +312.8% |
| 5Y | +279.8% | +251.5% | +28.3% | +178.9% |
| 10Y | +1,513.9% | +558.6% | +955.2% | +951.1% |
| All | +547.6% | +33,122.1% | -32,574.5% | +151.0% |
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