+463.9%
THC vs BOXX
+18.5%
+445.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.3% |
| 30D | -1.2% | +0.3% | -1.5% | +0.1% |
| 3M | +52.3% | +1.0% | +51.2% | +60.0% |
| 6M | +12.4% | +1.9% | +10.5% | +23.6% |
| YTD | +32.7% | +2.7% | +30.0% | +51.6% |
| 1Y | +36.4% | +4.0% | +32.3% | +68.3% |
| 3Y | +259.3% | +14.7% | +244.6% | +730.3% |
| All | +463.9% | +18.5% | +445.4% | +1,424.4% |
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