+62.8%
HAL vs CBOE
+24.1%
+38.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -3.3% | -3.7% | +0.4% | -3.2% |
| 30D | +7.2% | +2.0% | +5.2% | +7.0% |
| 3M | -8.8% | -4.2% | -4.5% | -9.7% |
| 6M | +3.0% | +1.2% | +1.8% | +4.9% |
| YTD | +29.4% | +15.4% | +14.0% | +33.3% |
| 1Y | +62.8% | +23.5% | +39.3% | +70.0% |
| All | +62.8% | +24.1% | +38.8% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling