+31.6%
HPQ vs BOXX
+4.0%
+27.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +7.5% |
| 7D | +9.8% | +0.1% | +9.7% | +8.7% |
| 30D | +22.4% | +0.3% | +22.0% | +15.8% |
| 3M | +45.2% | +1.0% | +44.1% | +22.0% |
| 6M | +96.4% | +1.9% | +94.5% | +60.6% |
| YTD | +65.4% | +2.7% | +62.7% | +43.1% |
| 1Y | +31.6% | +4.0% | +27.5% | +40.0% |
| All | +31.6% | +4.0% | +27.5% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling