+41.5%
HDB vs CBOE
+368.5%
-327.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.2% | +9.1% | +7.3% |
| 7D | +0.7% | -5.8% | +6.5% | +2.0% |
| 30D | +1.0% | -3.1% | +4.1% | +1.5% |
| 3M | -2.0% | -4.8% | +2.8% | -1.5% |
| 6M | -18.1% | -0.6% | -17.5% | -19.4% |
| YTD | -36.1% | +12.8% | -48.9% | -39.3% |
| 1Y | -34.0% | +19.8% | -53.8% | -38.4% |
| 3Y | -26.7% | +86.9% | -113.6% | -41.0% |
| 5Y | -33.9% | +136.5% | -170.4% | -51.1% |
| All | +41.5% | +368.5% | -327.0% | -13.7% |
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 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