+60.4%
HCA vs CBOE
+89.1%
-28.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.5% |
| 7D | +5.4% | -5.8% | +11.2% | +5.9% |
| 30D | +3.0% | -3.1% | +6.1% | +3.2% |
| 3M | +13.0% | -4.8% | +17.8% | +13.3% |
| 6M | -20.3% | -0.6% | -19.7% | -20.2% |
| YTD | -8.2% | +12.8% | -21.0% | -9.1% |
| 1Y | +6.7% | +19.8% | -13.1% | +5.2% |
| 3Y | +60.4% | +86.9% | -26.6% | +56.9% |
| All | +60.4% | +89.1% | -28.7% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling