+116.4%
HPE vs CBOE
+39.5%
+76.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -5.9% | -5.6% |
| 7D | -17.0% | +7.7% | -24.7% | -14.1% |
| 30D | -26.7% | +24.4% | -51.1% | -19.7% |
| 3M | -4.1% | +20.0% | -24.2% | +3.9% |
| 6M | +75.4% | +2.4% | +73.1% | +80.4% |
| YTD | +111.0% | +38.5% | +72.5% | +135.8% |
| 1Y | +116.4% | +39.0% | +77.5% | +140.7% |
| All | +116.4% | +39.5% | +76.9% | +140.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling