+37.3%
XHB vs CASY
+274.3%
-237.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.7% |
| 7D | +0.2% | -4.4% | +4.5% | +1.3% |
| 30D | -9.1% | -12.0% | +3.0% | -6.2% |
| 3M | -2.3% | -2.3% | 0.0% | -3.7% |
| 6M | -4.1% | +10.5% | -14.6% | -9.9% |
| YTD | -1.7% | +33.0% | -34.7% | -13.4% |
| 1Y | -15.1% | +41.1% | -56.2% | -27.1% |
| 3Y | +26.8% | +207.5% | -180.7% | -23.6% |
| 5Y | +37.3% | +290.7% | -253.4% | -29.4% |
| All | +37.3% | +274.3% | -237.0% | -29.4% |
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