+389.9%
HWM vs CBOE
+95.4%
+294.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.9% |
| 7D | -9.2% | -4.6% | -4.5% | -9.7% |
| 30D | -17.9% | +2.6% | -20.5% | -17.4% |
| 3M | -6.0% | +4.9% | -11.0% | -5.1% |
| 6M | -7.4% | -2.2% | -5.2% | -6.7% |
| YTD | +13.1% | +17.7% | -4.6% | +17.7% |
| 1Y | +29.3% | +26.1% | +3.2% | +36.5% |
| 3Y | +389.9% | +97.1% | +292.8% | +440.5% |
| All | +389.9% | +95.4% | +294.5% | +440.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling