+49.7%
USHY vs CASY
+483.6%
-433.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | -17.2% | +16.5% | +0.9% |
| 30D | -0.5% | -24.4% | +23.8% | +1.9% |
| 3M | +0.5% | -31.4% | +31.9% | +3.9% |
| 6M | +1.5% | -8.9% | +10.4% | +1.6% |
| YTD | +1.7% | +13.8% | -12.1% | -0.6% |
| 1Y | +3.5% | +17.0% | -13.4% | +0.8% |
| 3Y | +27.2% | +163.1% | -136.0% | +11.4% |
| 5Y | +21.0% | +239.0% | -218.0% | +1.9% |
| All | +49.7% | +483.6% | -433.9% | +18.2% |
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 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