+259.0%
THC vs BOXX
+14.6%
+244.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | 0.0% | 0.0% | -0.1% | +0.1% |
| 30D | +1.5% | +0.3% | +1.3% | +2.2% |
| 3M | +59.9% | +1.0% | +58.9% | +64.6% |
| 6M | +11.0% | +1.9% | +9.0% | +17.7% |
| YTD | +32.6% | +2.6% | +29.9% | +43.7% |
| 1Y | +37.4% | +4.0% | +33.4% | +56.4% |
| All | +259.0% | +14.6% | +244.4% | +380.6% |
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