+507.4%
HWM vs BOXX
+18.4%
+489.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -18.0% | +0.3% | -18.3% | -18.1% |
| 3M | -9.5% | +1.0% | -10.5% | -9.5% |
| 6M | -8.4% | +1.9% | -10.3% | -9.3% |
| YTD | +13.6% | +2.6% | +11.0% | +11.4% |
| 1Y | +30.2% | +4.0% | +26.2% | +26.9% |
| 3Y | +392.2% | +14.6% | +377.6% | +550.9% |
| All | +507.4% | +18.4% | +489.0% | +1,086.8% |
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 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