+563.1%
HPE vs CBOE
+368.5%
+194.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.2% | +14.7% | +12.7% |
| 7D | +19.4% | -5.8% | +25.2% | +20.2% |
| 30D | +5.6% | -3.1% | +8.8% | +5.9% |
| 3M | +33.1% | -4.8% | +37.8% | +33.3% |
| 6M | +192.5% | -0.6% | +193.0% | +187.3% |
| YTD | +160.9% | +12.8% | +148.1% | +149.6% |
| 1Y | +155.0% | +19.8% | +135.2% | +140.7% |
| 3Y | +289.4% | +86.9% | +202.5% | +216.6% |
| 5Y | +395.7% | +136.5% | +259.1% | +267.6% |
| All | +563.1% | +368.5% | +194.6% | +301.4% |
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