+380.3%
HWM vs BOXX
+14.6%
+365.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.5% | 0.0% | -12.6% | -12.7% |
| 30D | -19.0% | +0.3% | -19.3% | -19.7% |
| 3M | -8.6% | +1.0% | -9.6% | -11.1% |
| 6M | -10.2% | +1.9% | -12.1% | -16.2% |
| YTD | +11.3% | +2.6% | +8.7% | +0.2% |
| 1Y | +24.3% | +4.0% | +20.3% | +5.8% |
| All | +380.3% | +14.6% | +365.7% | +200.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling