+296.4%
HL vs CBOE
+1,003.5%
-707.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -5.6% | -3.7% | -1.9% | -4.9% |
| 30D | +12.7% | +2.0% | +10.8% | +12.0% |
| 3M | +42.5% | -4.2% | +46.8% | +42.4% |
| 6M | -9.0% | +1.2% | -10.2% | -10.9% |
| YTD | +4.4% | +15.4% | -11.0% | -1.3% |
| 1Y | +82.7% | +23.5% | +59.2% | +69.6% |
| 3Y | +406.3% | +93.2% | +313.1% | +309.9% |
| 5Y | +238.2% | +142.0% | +96.2% | +154.6% |
| 10Y | +268.9% | +379.2% | -110.3% | +125.4% |
| All | +296.4% | +1,003.5% | -707.1% | +47.3% |
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