+24.9%
HWM vs CBOE
+20.5%
+4.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.6% |
| 7D | -11.4% | -5.8% | -5.6% | -11.8% |
| 30D | -18.5% | -3.1% | -15.3% | -18.4% |
| 3M | -13.2% | -4.8% | -8.4% | -13.1% |
| 6M | -8.7% | -0.6% | -8.1% | -7.1% |
| YTD | +12.2% | +12.8% | -0.6% | +16.3% |
| 1Y | +24.9% | +19.8% | +5.1% | +33.0% |
| All | +24.9% | +20.5% | +4.4% | +33.0% |
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