+12.6%
HAS vs CBOE
+151.5%
-138.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -3.1% | -4.6% | +1.5% | -2.8% |
| 30D | -2.7% | +2.6% | -5.3% | -2.9% |
| 3M | +8.9% | +4.9% | +4.0% | +8.5% |
| 6M | -2.9% | -2.2% | -0.8% | -3.1% |
| YTD | +12.6% | +17.7% | -5.1% | +10.1% |
| 1Y | +17.5% | +26.1% | -8.6% | +13.9% |
| 3Y | +46.2% | +97.1% | -50.9% | +26.7% |
| 5Y | +12.6% | +149.2% | -136.6% | -13.3% |
| All | +12.6% | +151.5% | -138.9% | -13.3% |
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 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