+139.8%
CBOE vs HRB
+114.1%
+25.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -5.8% | -8.0% | +2.2% | -5.0% |
| 30D | -3.1% | -16.0% | +12.8% | -1.5% |
| 3M | -4.8% | +26.9% | -31.6% | -7.0% |
| 6M | -0.6% | +51.1% | -51.7% | -4.7% |
| YTD | +12.8% | +7.1% | +5.7% | +12.2% |
| 1Y | +19.8% | -9.6% | +29.4% | +21.6% |
| 3Y | +86.9% | +25.4% | +61.5% | +80.6% |
| All | +139.8% | +114.1% | +25.8% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling