+1,056.2%
CBOE vs THC
+1,164.6%
-108.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.6% | -0.7% | -3.0% | -3.6% |
| 30D | +5.1% | +1.3% | +3.8% | +5.0% |
| 3M | +4.6% | +64.2% | -59.6% | +0.8% |
| 6M | -0.3% | +8.3% | -8.5% | -1.1% |
| YTD | +19.8% | +33.4% | -13.6% | +16.8% |
| 1Y | +28.4% | +37.7% | -9.3% | +24.7% |
| 3Y | +104.1% | +236.8% | -132.7% | +83.0% |
| 5Y | +150.9% | +249.3% | -98.4% | +120.4% |
| 10Y | +393.5% | +995.2% | -601.8% | +273.3% |
| All | +1,056.2% | +1,164.6% | -108.3% | +694.8% |
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