-21.2%
BAH vs BOXX
+18.5%
-39.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -2.5% | +0.3% | -2.8% | -2.9% |
| 3M | -0.9% | +1.0% | -2.0% | -1.9% |
| 6M | +1.5% | +1.9% | -0.5% | +0.6% |
| YTD | -8.0% | +2.7% | -10.7% | -8.6% |
| 1Y | -24.7% | +4.0% | -28.8% | -24.7% |
| 3Y | -28.4% | +14.7% | -43.1% | -19.0% |
| All | -21.2% | +18.5% | -39.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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