+3.2%
HAL vs CBOE
+379.3%
-376.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -3.3% | -3.7% | +0.4% | -2.0% |
| 30D | +7.2% | +2.0% | +5.2% | +6.2% |
| 3M | -8.8% | -4.2% | -4.5% | -8.2% |
| 6M | +3.0% | +1.2% | +1.8% | +0.3% |
| YTD | +29.4% | +15.4% | +14.0% | +19.5% |
| 1Y | +62.8% | +23.5% | +39.3% | +45.9% |
| 3Y | -6.4% | +93.2% | -99.6% | -34.6% |
| 5Y | +103.6% | +142.0% | -38.3% | +24.0% |
| All | +3.2% | +379.3% | -376.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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