+27.5%
HAL vs CBOE
+44.9%
-17.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +3.0% |
| 7D | +6.1% | +6.3% | -0.2% | +5.9% |
| 30D | +2.9% | +24.9% | -22.1% | +2.0% |
| 3M | +3.3% | +28.5% | -25.1% | +2.2% |
| 6M | -16.9% | +2.9% | -19.8% | -19.0% |
| YTD | +21.2% | +50.7% | -29.5% | +16.9% |
| 1Y | +27.5% | +45.5% | -17.9% | +21.3% |
| All | +27.5% | +44.9% | -17.4% | +21.3% |
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 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