+577.9%
HWM vs CBOE
+202.6%
+375.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | +7.3% | +6.3% | +1.0% | +7.1% |
| 30D | +1.6% | +24.9% | -23.4% | +0.6% |
| 3M | -21.9% | +28.5% | -50.3% | -22.6% |
| 6M | -19.0% | +2.9% | -21.9% | -18.7% |
| YTD | +7.9% | +50.7% | -42.7% | +4.6% |
| 1Y | +9.9% | +45.5% | -35.5% | +6.9% |
| 3Y | +342.1% | +116.3% | +225.8% | +292.1% |
| All | +577.9% | +202.6% | +375.2% | +395.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling