-4.5%
HAL vs CBOE
+95.4%
-99.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.9% |
| 7D | +0.5% | -4.6% | +5.1% | 0.0% |
| 30D | +15.9% | +2.6% | +13.3% | +16.2% |
| 3M | -8.7% | +4.9% | -13.6% | -8.4% |
| 6M | +9.0% | -2.2% | +11.2% | +9.3% |
| YTD | +32.0% | +17.7% | +14.3% | +37.3% |
| 1Y | +72.5% | +26.1% | +46.4% | +82.4% |
| 3Y | -4.5% | +97.1% | -101.7% | +17.2% |
| All | -4.5% | +95.4% | -99.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling