+499.5%
HWM vs BOXX
+18.5%
+481.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -11.4% | +0.1% | -11.5% | -11.5% |
| 30D | -18.5% | +0.3% | -18.8% | -18.6% |
| 3M | -13.2% | +1.0% | -14.2% | -13.2% |
| 6M | -8.7% | +1.9% | -10.6% | -9.5% |
| YTD | +12.2% | +2.7% | +9.5% | +9.9% |
| 1Y | +24.9% | +4.0% | +20.9% | +21.6% |
| 3Y | +383.9% | +14.7% | +369.3% | +538.4% |
| All | +499.5% | +18.5% | +481.1% | +1,070.8% |
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