+4.3%
HON vs BOXX
+18.5%
-14.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -13.8% | +0.3% | -14.1% | -13.8% |
| 3M | -11.7% | +1.0% | -12.7% | -11.7% |
| 6M | -18.7% | +1.9% | -20.7% | -18.3% |
| YTD | +0.2% | +2.7% | -2.4% | +1.1% |
| 1Y | -3.1% | +4.0% | -7.1% | -1.2% |
| 3Y | +17.0% | +14.7% | +2.3% | +31.4% |
| All | +4.3% | +18.5% | -14.2% | +26.0% |
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