+215.5%
XHB vs CASY
+468.0%
-252.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +3.4% |
| 7D | -1.9% | -16.5% | +14.6% | +4.0% |
| 30D | -8.3% | -26.4% | +18.1% | +1.3% |
| 3M | -7.1% | -17.3% | +10.2% | -3.6% |
| 6M | -5.3% | -5.2% | 0.0% | -7.2% |
| YTD | -3.2% | +14.1% | -17.3% | -12.1% |
| 1Y | -13.9% | +16.6% | -30.5% | -22.8% |
| 3Y | +24.9% | +163.7% | -138.8% | -24.0% |
| 5Y | +34.5% | +231.3% | -196.8% | -27.3% |
| 10Y | +215.5% | +462.9% | -247.4% | +37.8% |
| All | +215.5% | +468.0% | -252.6% | +37.8% |
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 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