+155.3%
HBAN vs CBOE
+368.5%
-213.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -1.0% | -5.8% | +4.8% | +0.6% |
| 30D | -5.6% | -3.1% | -2.5% | -4.9% |
| 3M | -1.1% | -4.8% | +3.6% | -0.6% |
| 6M | +9.9% | -0.6% | +10.4% | +7.7% |
| YTD | -0.9% | +12.8% | -13.7% | -7.2% |
| 1Y | -1.4% | +19.8% | -21.2% | -9.7% |
| 3Y | +78.2% | +86.9% | -8.7% | +32.1% |
| 5Y | +37.0% | +136.5% | -99.5% | -10.4% |
| All | +155.3% | +368.5% | -213.2% | +8.9% |
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