+50.4%
HAS vs CBOE
+179.0%
-128.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.2% | +1.0% | +1.1% | +2.1% |
| 30D | +29.6% | +16.0% | +13.6% | +28.0% |
| 3M | +30.3% | +23.4% | +6.8% | +28.1% |
| 6M | +25.6% | +1.7% | +23.9% | +25.6% |
| YTD | +50.8% | +41.6% | +9.2% | +45.3% |
| 1Y | +63.0% | +38.5% | +24.5% | +57.4% |
| 3Y | +211.6% | +105.7% | +105.8% | +177.0% |
| 5Y | +50.4% | +185.4% | -135.0% | +15.7% |
| All | +50.4% | +179.0% | -128.6% | +15.7% |
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 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