-25.0%
BAH vs BOXX
+18.4%
-43.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -6.6% | +0.3% | -6.9% | -7.0% |
| 3M | -7.2% | +1.0% | -8.1% | -8.0% |
| 6M | -10.0% | +1.9% | -11.9% | -10.7% |
| YTD | -12.5% | +2.6% | -15.1% | -13.0% |
| 1Y | -27.9% | +4.0% | -31.9% | -27.8% |
| 3Y | -31.4% | +14.6% | -46.0% | -22.4% |
| All | -25.0% | +18.4% | -43.4% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling