+256.9%
HL vs CBOE
+368.5%
-111.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -4.4% | -5.8% | +1.5% | -3.4% |
| 30D | +9.3% | -3.1% | +12.5% | +9.7% |
| 3M | +32.0% | -4.8% | +36.7% | +32.0% |
| 6M | -6.4% | -0.6% | -5.9% | -8.1% |
| YTD | +3.1% | +12.8% | -9.7% | -2.0% |
| 1Y | +77.6% | +19.8% | +57.8% | +66.1% |
| 3Y | +392.8% | +86.9% | +305.9% | +300.8% |
| 5Y | +234.1% | +136.5% | +97.6% | +149.9% |
| All | +256.9% | +368.5% | -111.6% | +160.1% |
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