+91.3%
HAL vs CBOE
+1,045.3%
-954.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +2.9% | -3.6% | +6.6% | +4.0% |
| 30D | +17.0% | +5.1% | +12.0% | +14.8% |
| 3M | -9.7% | +4.6% | -14.3% | -11.8% |
| 6M | +8.6% | -0.3% | +8.9% | +6.5% |
| YTD | +33.0% | +19.8% | +13.2% | +21.9% |
| 1Y | +68.3% | +28.4% | +40.0% | +49.9% |
| 3Y | +0.1% | +104.1% | -104.0% | -28.7% |
| 5Y | +102.6% | +150.9% | -48.3% | +29.8% |
| 10Y | +3.8% | +393.5% | -389.7% | -48.9% |
| All | +91.3% | +1,045.3% | -954.1% | -43.2% |
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 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