+142.0%
CBOE vs PHM
+149.8%
-7.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -3.7% | -6.4% | +2.7% | -3.5% |
| 30D | +2.0% | -12.1% | +14.1% | +2.3% |
| 3M | -4.2% | -1.5% | -2.7% | -4.5% |
| 6M | +1.2% | -6.0% | +7.2% | +1.1% |
| YTD | +15.4% | -0.3% | +15.7% | +14.8% |
| 1Y | +23.5% | -13.3% | +36.8% | +23.8% |
| 3Y | +93.2% | +47.6% | +45.6% | +79.7% |
| 5Y | +142.0% | +154.7% | -12.8% | +99.5% |
| All | +142.0% | +149.8% | -7.9% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling