+1,773.8%
HWM vs CBOE
+436.7%
+1,337.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -3.6% | +1.5% | -1.0% |
| 30D | -11.0% | +5.1% | -16.1% | -12.3% |
| 3M | +4.0% | +4.6% | -0.6% | +1.8% |
| 6M | -0.2% | -0.3% | 0.0% | -2.1% |
| YTD | +26.7% | +19.8% | +6.9% | +16.5% |
| 1Y | +44.7% | +28.4% | +16.4% | +29.6% |
| 3Y | +426.1% | +104.1% | +322.0% | +276.4% |
| 5Y | +738.5% | +150.9% | +587.6% | +436.0% |
| All | +1,773.8% | +436.7% | +1,337.1% | +733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling