+8.3%
HSY vs CBOE
+39.5%
-31.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +6.6% | +7.7% | -1.2% | +5.7% |
| 30D | +8.4% | +24.4% | -16.0% | +6.2% |
| 3M | -1.8% | +20.0% | -21.8% | -3.4% |
| 6M | -2.6% | +2.4% | -5.0% | -1.7% |
| YTD | -2.0% | +38.5% | -40.5% | -0.7% |
| 1Y | +8.3% | +39.0% | -30.6% | +9.4% |
| All | +8.3% | +39.5% | -31.2% | +9.4% |
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 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