+139.8%
CBOE vs HIG
+116.1%
+23.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -1.5% | -4.4% | -5.5% |
| 30D | -3.1% | -0.4% | -2.8% | -3.1% |
| 3M | -4.8% | +6.7% | -11.4% | -6.1% |
| 6M | -0.6% | +2.0% | -2.5% | -1.2% |
| YTD | +12.8% | +0.3% | +12.5% | +12.4% |
| 1Y | +19.8% | +4.2% | +15.6% | +18.2% |
| 3Y | +86.9% | +102.2% | -15.3% | +54.1% |
| All | +139.8% | +116.1% | +23.7% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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