+111.9%
HAL vs CBOE
+146.7%
-34.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.3% | -0.8% | -0.6% | -1.3% |
| 30D | +10.9% | +2.7% | +8.2% | +10.7% |
| 3M | -5.8% | +0.7% | -6.6% | -6.2% |
| 6M | +8.1% | -2.0% | +10.1% | +8.0% |
| YTD | +33.2% | +17.1% | +16.1% | +31.7% |
| 1Y | +74.2% | +26.5% | +47.7% | +71.5% |
| 3Y | -3.7% | +96.1% | -99.8% | -14.5% |
| 5Y | +111.9% | +149.3% | -37.4% | +78.1% |
| All | +111.9% | +146.7% | -34.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling