+127.8%
HSY vs CASY
+539.5%
-411.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.8% | +5.0% | -1.1% | +2.9% |
| 30D | +6.9% | +8.2% | -1.3% | +5.3% |
| 3M | -4.1% | -18.2% | +14.1% | -0.6% |
| 6M | -5.0% | -18.6% | +13.6% | -2.0% |
| YTD | -2.3% | +26.8% | -29.1% | -8.4% |
| 1Y | +6.1% | +31.6% | -25.5% | -1.4% |
| 3Y | -0.7% | +156.5% | -157.2% | -22.2% |
| 5Y | +9.9% | +258.6% | -248.7% | -22.2% |
| 10Y | +127.8% | +550.3% | -422.5% | +36.6% |
| All | +127.8% | +539.5% | -411.7% | +36.6% |
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