+634.9%
HLT vs CBOE
+556.7%
+78.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -1.6% | -5.8% | +4.2% | -0.4% |
| 30D | -5.0% | -3.1% | -1.9% | -4.5% |
| 3M | -10.4% | -4.8% | -5.6% | -10.0% |
| 6M | +3.2% | -0.6% | +3.8% | +1.7% |
| YTD | +6.7% | +12.8% | -6.1% | +1.7% |
| 1Y | +10.3% | +19.8% | -9.5% | +3.3% |
| 3Y | +99.3% | +86.9% | +12.4% | +61.1% |
| 5Y | +143.7% | +136.5% | +7.2% | +81.2% |
| 10Y | +584.7% | +368.4% | +216.3% | +322.9% |
| All | +634.9% | +556.7% | +78.2% | +318.0% |
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