+271.7%
HL vs BOXX
+18.5%
+253.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -0.9% |
| 7D | -4.4% | +0.1% | -4.4% | -4.0% |
| 30D | +9.3% | +0.3% | +9.0% | +11.4% |
| 3M | +32.0% | +1.0% | +30.9% | +38.7% |
| 6M | -6.4% | +1.9% | -8.4% | +2.3% |
| YTD | +3.1% | +2.7% | +0.5% | +18.1% |
| 1Y | +77.6% | +4.0% | +73.5% | +127.2% |
| 3Y | +392.8% | +14.7% | +378.2% | +1,002.2% |
| All | +271.7% | +18.5% | +253.2% | +715.4% |
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