+76.0%
HST vs BOXX
+18.5%
+57.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -2.5% | +0.3% | -2.8% | -2.8% |
| 3M | -5.1% | +1.0% | -6.2% | -6.2% |
| 6M | +21.6% | +1.9% | +19.7% | +19.1% |
| YTD | +31.6% | +2.7% | +28.9% | +27.5% |
| 1Y | +36.1% | +4.0% | +32.1% | +29.2% |
| 3Y | +66.5% | +14.7% | +51.8% | +43.9% |
| All | +76.0% | +18.5% | +57.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling