+337.8%
HPE vs BOXX
+18.5%
+319.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | +0.1% | +19.4% | +19.4% |
| 30D | +5.6% | +0.3% | +5.3% | +5.4% |
| 3M | +33.1% | +1.0% | +32.0% | +32.1% |
| 6M | +192.5% | +1.9% | +190.5% | +186.9% |
| YTD | +160.9% | +2.7% | +158.2% | +155.5% |
| 1Y | +155.0% | +4.0% | +150.9% | +150.4% |
| 3Y | +289.4% | +14.7% | +274.8% | +512.5% |
| All | +337.8% | +18.5% | +319.4% | +1,037.0% |
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