+289.8%
HDB vs CBOE
+1,341.0%
-1,051.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | +2.7% | +6.3% | -3.5% | +1.3% |
| 30D | +14.1% | +24.9% | -10.8% | +8.4% |
| 3M | +11.8% | +28.5% | -16.6% | +5.1% |
| 6M | +8.2% | +2.9% | +5.3% | +6.5% |
| YTD | -29.3% | +50.7% | -80.0% | -37.3% |
| 1Y | -28.8% | +45.5% | -74.3% | -36.3% |
| 3Y | -7.5% | +116.3% | -123.8% | -26.9% |
| 5Y | -23.1% | +204.3% | -227.4% | -45.5% |
| 10Y | +63.7% | +526.3% | -462.6% | -8.8% |
| All | +289.8% | +1,341.0% | -1,051.2% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling