+50.7%
USHY vs CASY
+603.0%
-552.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.1% | -11.3% | +11.4% | +1.2% |
| 3M | +0.8% | -0.6% | +1.5% | +0.5% |
| 6M | +1.7% | +10.7% | -9.0% | +0.1% |
| YTD | +2.5% | +37.1% | -34.6% | -1.5% |
| 1Y | +4.4% | +52.3% | -47.9% | -0.9% |
| 3Y | +27.4% | +215.2% | -187.8% | +9.9% |
| 5Y | +21.7% | +276.5% | -254.8% | +1.9% |
| All | +50.7% | +603.0% | -552.3% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling