+390.7%
HAS vs CBOE
+1,316.0%
-925.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | +1.6% | +4.5% | -2.9% | +0.7% |
| 30D | +26.6% | +26.2% | +0.4% | +20.7% |
| 3M | +29.0% | +27.1% | +1.9% | +22.5% |
| 6M | +30.6% | +4.2% | +26.4% | +28.5% |
| YTD | +51.5% | +48.0% | +3.5% | +37.4% |
| 1Y | +58.5% | +42.4% | +16.0% | +44.9% |
| 3Y | +214.1% | +116.8% | +97.3% | +155.9% |
| 5Y | +50.2% | +199.0% | -148.8% | +11.4% |
| 10Y | +100.0% | +515.4% | -415.4% | +19.8% |
| All | +390.7% | +1,316.0% | -925.2% | +106.8% |
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