+4.4%
HWM vs CBOE
+39.5%
-35.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.3% |
| 7D | +9.4% | +7.7% | +1.7% | +10.1% |
| 30D | -7.0% | +24.4% | -31.4% | -5.9% |
| 3M | -25.9% | +20.0% | -45.9% | -24.8% |
| 6M | -10.8% | +2.4% | -13.2% | -10.6% |
| YTD | +4.3% | +38.5% | -34.2% | +4.9% |
| 1Y | +4.4% | +39.0% | -34.6% | +4.7% |
| All | +4.4% | +39.5% | -35.1% | +4.7% |
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