+475.4%
THC vs BOXX
+18.4%
+457.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.3% |
| 30D | +3.5% | +0.3% | +3.2% | +4.8% |
| 3M | +61.7% | +1.0% | +60.8% | +69.4% |
| 6M | +11.8% | +1.9% | +9.9% | +23.0% |
| YTD | +35.4% | +2.6% | +32.8% | +54.4% |
| 1Y | +37.0% | +4.0% | +33.0% | +69.0% |
| 3Y | +260.1% | +14.6% | +245.5% | +732.1% |
| All | +475.4% | +18.4% | +457.0% | +1,452.7% |
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