+2.1%
HAL vs BOXX
+18.5%
-16.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.1% |
| 30D | +8.2% | +0.3% | +7.8% | +9.5% |
| 3M | -9.4% | +1.0% | -10.5% | -5.3% |
| 6M | +0.6% | +1.9% | -1.3% | +10.1% |
| YTD | +28.6% | +2.7% | +25.9% | +46.4% |
| 1Y | +63.9% | +4.0% | +59.9% | +102.0% |
| 3Y | -7.1% | +14.7% | -21.8% | +105.7% |
| All | +2.1% | +18.5% | -16.3% | +200.1% |
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