+1,329.5%
CBOE vs THC
+1,268.6%
+60.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +4.5% | +0.1% | +4.3% | +4.5% |
| 30D | +26.2% | +7.5% | +18.7% | +25.5% |
| 3M | +27.1% | +7.5% | +19.6% | +26.4% |
| 6M | +4.2% | +46.4% | -42.3% | +1.1% |
| YTD | +48.0% | +44.4% | +3.7% | +43.5% |
| 1Y | +42.4% | +43.4% | -1.0% | +38.0% |
| 3Y | +116.8% | +433.3% | -316.5% | +87.8% |
| 5Y | +199.0% | +262.5% | -63.5% | +162.1% |
| 10Y | +515.4% | +1,871.5% | -1,356.1% | +349.8% |
| All | +1,329.5% | +1,268.6% | +60.9% | +876.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling