+358.9%
CBOE vs HBM
+619.2%
-260.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -5.8% | -3.3% | -2.5% | -5.7% |
| 30D | -3.1% | -4.8% | +1.7% | -3.1% |
| 3M | -4.8% | -0.4% | -4.3% | -4.8% |
| 6M | -0.6% | +17.9% | -18.4% | -1.5% |
| YTD | +12.8% | +33.7% | -20.9% | +11.0% |
| 1Y | +19.8% | +95.6% | -75.8% | +16.1% |
| 3Y | +86.9% | +458.1% | -371.2% | +70.1% |
| 5Y | +136.5% | +329.0% | -192.5% | +115.0% |
| All | +358.9% | +619.2% | -260.3% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling