+273.8%
HAS vs CBOE
+1,045.3%
-771.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -3.6% | +1.8% | -1.1% |
| 30D | +2.3% | +5.1% | -2.8% | +1.1% |
| 3M | +10.4% | +4.6% | +5.8% | +8.8% |
| 6M | -3.2% | -0.3% | -3.0% | -4.2% |
| YTD | +15.4% | +19.8% | -4.3% | +9.5% |
| 1Y | +18.8% | +28.4% | -9.6% | +10.8% |
| 3Y | +43.9% | +104.1% | -60.2% | +17.7% |
| 5Y | +13.9% | +150.9% | -137.0% | -12.6% |
| 10Y | +56.4% | +393.5% | -337.1% | -1.9% |
| All | +273.8% | +1,045.3% | -771.5% | +64.7% |
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 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