+3.8%
HSY vs CASY
+154.1%
-150.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +7.5% | +1.1% | +6.4% | +7.4% |
| 30D | +11.1% | +8.7% | +2.4% | +10.4% |
| 3M | -1.9% | -17.3% | +15.4% | -0.7% |
| 6M | -3.0% | -19.7% | +16.8% | -1.7% |
| YTD | 0.0% | +24.8% | -24.8% | -2.0% |
| 1Y | +9.4% | +31.9% | -22.5% | +6.8% |
| 3Y | +3.8% | +155.4% | -151.6% | -5.8% |
| All | +3.8% | +154.1% | -150.3% | -5.8% |
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 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