+149.2%
CBOE vs THC
+248.0%
-98.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -4.6% | -2.6% | -2.1% | -4.5% |
| 30D | +2.6% | -1.2% | +3.8% | +2.7% |
| 3M | +4.9% | +58.9% | -54.0% | +2.4% |
| 6M | -2.2% | +9.3% | -11.5% | -2.9% |
| YTD | +17.7% | +30.4% | -12.6% | +15.8% |
| 1Y | +26.1% | +34.6% | -8.5% | +23.7% |
| 3Y | +97.1% | +246.7% | -149.6% | +78.5% |
| 5Y | +149.2% | +244.5% | -95.4% | +126.1% |
| All | +149.2% | +248.0% | -98.8% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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