+1,031.0%
CBOE vs PHM
+1,351.9%
-320.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -0.8% | -3.9% | +3.1% | -0.3% |
| 30D | +2.7% | -8.6% | +11.2% | +3.8% |
| 3M | +0.7% | -2.9% | +3.6% | +0.7% |
| 6M | -2.0% | -5.7% | +3.7% | -1.9% |
| YTD | +17.1% | +1.9% | +15.3% | +15.8% |
| 1Y | +26.5% | -12.3% | +38.8% | +27.5% |
| 3Y | +96.1% | +50.8% | +45.4% | +77.7% |
| 5Y | +149.3% | +157.3% | -8.0% | +102.4% |
| 10Y | +386.5% | +566.5% | -180.1% | +225.3% |
| All | +1,031.0% | +1,351.9% | -320.9% | +506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded PHM 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling