+1,036.7%
CBOE vs PHM
+1,365.9%
-329.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.2% |
| 7D | -4.6% | -2.5% | -2.2% | -4.3% |
| 30D | +2.6% | -9.7% | +12.3% | +3.9% |
| 3M | +4.9% | +2.2% | +2.7% | +4.1% |
| 6M | -2.2% | -5.7% | +3.5% | -2.1% |
| YTD | +17.7% | +2.8% | +14.9% | +16.2% |
| 1Y | +26.1% | -14.4% | +40.5% | +27.5% |
| 3Y | +97.1% | +52.2% | +44.9% | +78.3% |
| 5Y | +149.2% | +154.3% | -5.1% | +102.8% |
| 10Y | +385.1% | +545.9% | -160.8% | +225.7% |
| All | +1,036.7% | +1,365.9% | -329.2% | +508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling