+1,031.0%
CBOE vs HRB
+423.6%
+607.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.8% | -10.6% | +9.8% | +1.3% |
| 30D | +2.7% | -0.8% | +3.5% | +2.5% |
| 3M | +0.7% | +19.1% | -18.3% | -3.0% |
| 6M | -2.0% | +48.7% | -50.7% | -10.1% |
| YTD | +17.1% | +7.1% | +10.0% | +14.0% |
| 1Y | +26.5% | -8.3% | +34.8% | +26.7% |
| 3Y | +96.1% | +25.8% | +70.3% | +81.3% |
| 5Y | +149.3% | +111.1% | +38.2% | +101.6% |
| 10Y | +386.5% | +206.6% | +179.9% | +237.4% |
| All | +1,031.0% | +423.6% | +607.4% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling