+155.8%
HON vs CASY
+555.0%
-399.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.4% | +3.6% | -2.1% | +0.4% |
| 30D | +7.5% | +9.1% | -1.6% | +4.8% |
| 3M | -4.3% | -16.5% | +12.2% | 0.0% |
| 6M | -1.5% | -19.7% | +18.2% | +3.0% |
| YTD | +10.5% | +29.3% | -18.7% | -1.7% |
| 1Y | +8.5% | +33.1% | -24.6% | -4.6% |
| 3Y | +28.0% | +158.5% | -130.5% | -14.1% |
| 5Y | +12.0% | +266.7% | -254.7% | -35.7% |
| All | +155.8% | +555.0% | -399.2% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling