-13.0%
HUBS vs CBOE
-1.0%
-12.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.7% |
| 7D | -9.0% | -5.8% | -3.2% | -9.3% |
| 30D | +7.2% | -3.1% | +10.4% | +7.2% |
| 3M | +20.9% | -4.8% | +25.6% | +19.2% |
| 6M | -13.0% | -0.6% | -12.5% | -28.2% |
| All | -13.0% | -1.0% | -12.1% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling