+677.7%
HPE vs CBOE
+417.2%
+260.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.0% |
| 7D | +10.1% | -4.6% | +14.8% | +10.8% |
| 30D | +5.3% | +2.6% | +2.6% | +4.9% |
| 3M | +12.7% | +4.9% | +7.7% | +11.3% |
| 6M | +167.7% | -2.2% | +169.8% | +164.5% |
| YTD | +135.5% | +17.7% | +117.7% | +123.7% |
| 1Y | +143.4% | +26.1% | +117.3% | +127.6% |
| 3Y | +249.2% | +97.1% | +152.1% | +180.1% |
| 5Y | +343.8% | +149.2% | +194.7% | +224.6% |
| 10Y | +495.9% | +385.1% | +110.8% | +235.3% |
| All | +677.7% | +417.2% | +260.5% | +295.5% |
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