+56.0%
HAS vs CBOE
+385.3%
-329.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -4.8% | -0.8% | -4.1% | -4.7% |
| 30D | -5.1% | +2.7% | -7.8% | -5.7% |
| 3M | +6.4% | +0.7% | +5.7% | +5.8% |
| 6M | -5.6% | -2.0% | -3.7% | -6.2% |
| YTD | +11.0% | +17.1% | -6.2% | +6.2% |
| 1Y | +16.8% | +26.5% | -9.7% | +9.8% |
| 3Y | +44.0% | +96.1% | -52.1% | +19.7% |
| 5Y | +11.0% | +149.3% | -138.3% | -14.5% |
| 10Y | +56.0% | +386.5% | -330.5% | +7.7% |
| All | +56.0% | +385.3% | -329.3% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling