+91.2%
CBOE vs HRB
+25.2%
+66.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -3.7% | -12.2% | +8.5% | -2.7% |
| 30D | +2.0% | -3.0% | +4.9% | +2.1% |
| 3M | -4.2% | +21.7% | -26.0% | -5.5% |
| 6M | +1.2% | +52.3% | -51.1% | -1.5% |
| YTD | +15.4% | +6.5% | +8.9% | +16.1% |
| 1Y | +23.5% | -6.7% | +30.2% | +25.9% |
| All | +91.2% | +25.2% | +66.0% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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