+67.4%
BHP vs BOXX
+18.5%
+48.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | 0.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.3% |
| 30D | -1.2% | +0.3% | -1.5% | +0.7% |
| 3M | +1.2% | +1.0% | +0.2% | +7.3% |
| 6M | +21.4% | +1.9% | +19.5% | +34.5% |
| YTD | +50.4% | +2.7% | +47.7% | +72.7% |
| 1Y | +67.5% | +4.0% | +63.5% | +104.7% |
| 3Y | +72.8% | +14.7% | +58.2% | +227.5% |
| All | +67.4% | +18.5% | +48.9% | +237.6% |
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