-37.5%
HDB vs CBOE
+148.7%
-186.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -5.8% | +2.7% | -8.5% | -6.1% |
| 3M | -5.2% | +0.7% | -5.9% | -5.3% |
| 6M | -25.7% | -2.0% | -23.7% | -26.0% |
| YTD | -39.6% | +17.1% | -56.7% | -41.8% |
| 1Y | -36.9% | +26.5% | -63.4% | -40.2% |
| 3Y | -29.7% | +96.1% | -125.9% | -41.3% |
| All | -37.5% | +148.7% | -186.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling