+239.2%
HDB vs CBOE
+1,025.9%
-786.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -2.0% | -4.6% | +2.6% | -1.0% |
| 30D | -4.9% | +2.6% | -7.5% | -5.6% |
| 3M | -2.3% | +4.9% | -7.2% | -4.2% |
| 6M | -23.7% | -2.2% | -21.6% | -24.5% |
| YTD | -38.5% | +17.7% | -56.2% | -42.1% |
| 1Y | -36.5% | +26.1% | -62.5% | -41.4% |
| 3Y | -28.5% | +97.1% | -125.6% | -42.7% |
| 5Y | -37.4% | +149.2% | -186.6% | -53.6% |
| 10Y | +34.0% | +385.1% | -351.0% | -20.6% |
| All | +239.2% | +1,025.9% | -786.7% | +41.0% |
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