+645.2%
HWM vs CBOE
+146.7%
+498.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -8.0% | -0.8% | -7.3% | -8.0% |
| 30D | -18.0% | +2.7% | -20.7% | -18.0% |
| 3M | -9.5% | +0.7% | -10.2% | -9.5% |
| 6M | -8.4% | -2.0% | -6.4% | -8.4% |
| YTD | +13.6% | +17.1% | -3.5% | +11.6% |
| 1Y | +30.2% | +26.5% | +3.7% | +26.8% |
| 3Y | +392.2% | +96.1% | +296.1% | +321.1% |
| 5Y | +645.2% | +149.3% | +495.9% | +475.1% |
| All | +645.2% | +146.7% | +498.5% | +475.1% |
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 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