+1,547.2%
HWM vs CBOE
+417.1%
+1,130.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -12.5% | -3.7% | -8.8% | -11.5% |
| 30D | -19.0% | +2.0% | -21.0% | -19.4% |
| 3M | -8.6% | -4.2% | -4.4% | -8.1% |
| 6M | -10.2% | +1.2% | -11.3% | -12.3% |
| YTD | +11.3% | +15.4% | -4.0% | +3.6% |
| 1Y | +24.3% | +23.5% | +0.8% | +12.6% |
| 3Y | +382.3% | +93.2% | +289.1% | +251.9% |
| 5Y | +640.6% | +142.0% | +498.7% | +378.8% |
| All | +1,547.2% | +417.1% | +1,130.0% | +641.1% |
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