+392.8%
HL vs CBOE
+89.1%
+303.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.6% |
| 7D | -4.4% | -5.8% | +1.5% | -5.4% |
| 30D | +9.3% | -3.1% | +12.5% | +8.8% |
| 3M | +32.0% | -4.8% | +36.7% | +31.7% |
| 6M | -6.4% | -0.6% | -5.9% | -5.5% |
| YTD | +3.1% | +12.8% | -9.7% | +4.7% |
| 1Y | +77.6% | +19.8% | +57.8% | +81.3% |
| 3Y | +392.8% | +86.9% | +305.9% | +454.2% |
| All | +392.8% | +89.1% | +303.7% | +454.2% |
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