-7.5%
HDB vs CBOE
+119.7%
-127.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.5% |
| 7D | +2.7% | +6.3% | -3.5% | +2.8% |
| 30D | +14.1% | +24.9% | -10.8% | +14.5% |
| 3M | +11.8% | +28.5% | -16.6% | +12.2% |
| 6M | +8.2% | +2.9% | +5.3% | +9.1% |
| YTD | -29.3% | +50.7% | -80.0% | -29.3% |
| 1Y | -28.8% | +45.5% | -74.3% | -28.7% |
| 3Y | -7.5% | +116.3% | -123.8% | -6.3% |
| All | -7.5% | +119.7% | -127.1% | -6.3% |
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