-17.1%
HUM vs BOXX
+18.5%
-35.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.2% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | +5.4% | +0.3% | +5.1% | +4.6% |
| 3M | +11.4% | +1.0% | +10.4% | +8.4% |
| 6M | +141.5% | +1.9% | +139.6% | +128.3% |
| YTD | +61.2% | +2.7% | +58.5% | +49.6% |
| 1Y | +49.2% | +4.0% | +45.1% | +36.6% |
| 3Y | -9.0% | +14.7% | -23.7% | -11.0% |
| All | -17.1% | +18.5% | -35.6% | -13.9% |
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 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