-32.4%
HDB vs BOXX
+18.4%
-50.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -6.2% | +0.3% | -6.5% | -6.5% |
| 3M | -5.9% | +1.0% | -6.8% | -6.6% |
| 6M | -25.9% | +1.9% | -27.9% | -27.0% |
| YTD | -40.2% | +2.6% | -42.9% | -41.4% |
| 1Y | -38.0% | +4.0% | -42.0% | -39.8% |
| 3Y | -30.5% | +14.6% | -45.1% | -17.9% |
| All | -32.4% | +18.4% | -50.8% | +49.3% |
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