+13.0%
HSY vs CASY
+276.6%
-263.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -2.8% | -11.3% | +8.5% | -1.5% |
| 3M | -4.5% | -0.6% | -3.8% | -4.8% |
| 6M | -24.2% | +10.7% | -34.9% | -25.7% |
| YTD | -2.7% | +37.1% | -39.9% | -7.2% |
| 1Y | -3.7% | +52.3% | -56.0% | -9.3% |
| 3Y | -11.5% | +215.2% | -226.7% | -26.2% |
| All | +13.0% | +276.6% | -263.6% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling