+1,474.6%
HWM vs CBOE
+524.9%
+949.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | +7.3% | +6.3% | +1.0% | +5.6% |
| 30D | +1.6% | +24.9% | -23.4% | -4.8% |
| 3M | -21.9% | +28.5% | -50.3% | -27.4% |
| 6M | -19.0% | +2.9% | -21.9% | -20.4% |
| YTD | +7.9% | +50.7% | -42.7% | -7.2% |
| 1Y | +9.9% | +45.5% | -35.5% | -4.3% |
| 3Y | +342.1% | +116.3% | +225.8% | +220.6% |
| 5Y | +600.8% | +204.3% | +396.4% | +327.8% |
| All | +1,474.6% | +524.9% | +949.7% | +607.7% |
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 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