+1,036.7%
CBOE vs HBM
+177.7%
+859.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.4% | -1.9% |
| 7D | -4.6% | +7.4% | -12.0% | -4.9% |
| 30D | +2.6% | +5.1% | -2.4% | +2.4% |
| 3M | +4.9% | +11.1% | -6.2% | +4.4% |
| 6M | -2.2% | +30.2% | -32.4% | -3.6% |
| YTD | +17.7% | +46.2% | -28.5% | +15.2% |
| 1Y | +26.1% | +120.0% | -94.0% | +21.1% |
| 3Y | +97.1% | +527.4% | -430.3% | +77.6% |
| 5Y | +149.2% | +400.4% | -251.2% | +123.9% |
| 10Y | +385.1% | +621.5% | -236.4% | +302.8% |
| All | +1,036.7% | +177.7% | +859.0% | +851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling