+89.9%
HAL vs CBOE
+1,025.9%
-936.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.5% | -4.6% | +5.1% | +2.0% |
| 30D | +15.9% | +2.6% | +13.3% | +14.6% |
| 3M | -8.7% | +4.9% | -13.6% | -11.0% |
| 6M | +9.0% | -2.2% | +11.2% | +7.6% |
| YTD | +32.0% | +17.7% | +14.3% | +21.7% |
| 1Y | +72.5% | +26.1% | +46.4% | +54.5% |
| 3Y | -4.5% | +97.1% | -101.7% | -31.1% |
| 5Y | +109.7% | +149.2% | -39.5% | +34.5% |
| 10Y | +1.2% | +385.1% | -383.9% | -49.9% |
| All | +89.9% | +1,025.9% | -936.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling