+125.0%
HSY vs CASY
+549.1%
-424.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | -1.6% | -4.4% | +2.8% | -0.7% |
| 30D | -4.2% | -12.0% | +7.8% | -1.9% |
| 3M | -0.7% | -2.3% | +1.6% | -1.1% |
| 6M | -21.8% | +10.5% | -32.3% | -24.3% |
| YTD | -2.7% | +33.0% | -35.7% | -9.4% |
| 1Y | -4.8% | +41.1% | -46.0% | -12.6% |
| 3Y | -9.4% | +207.5% | -216.9% | -32.1% |
| 5Y | +11.3% | +290.7% | -279.5% | -22.8% |
| 10Y | +125.0% | +556.5% | -431.5% | +35.4% |
| All | +125.0% | +549.1% | -424.0% | +35.4% |
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