-32.9%
HDB vs BOXX
+4.1%
-36.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.5% | +5.4% |
| 7D | +12.9% | +0.1% | +12.8% | +12.4% |
| 30D | +10.0% | +0.4% | +9.7% | +8.3% |
| 3M | +1.8% | +1.0% | +0.8% | -1.2% |
| 6M | -2.1% | +2.0% | -4.1% | -4.5% |
| YTD | -33.4% | +3.3% | -36.7% | -36.1% |
| 1Y | -32.9% | +4.1% | -36.9% | -32.6% |
| All | -32.9% | +4.1% | -36.9% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling