-26.7%
HDB vs BOXX
+14.7%
-41.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.8% | +6.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | +1.0% | +0.3% | +0.7% | -0.2% |
| 3M | -2.0% | +1.0% | -3.0% | -5.6% |
| 6M | -18.1% | +1.9% | -20.0% | -23.6% |
| YTD | -36.1% | +2.7% | -38.8% | -42.2% |
| 1Y | -34.0% | +4.0% | -38.1% | -43.4% |
| 3Y | -26.7% | +14.7% | -41.3% | -58.9% |
| All | -26.7% | +14.7% | -41.4% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling