+139.8%
CBOE vs XHB
+33.0%
+106.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -5.8% | -4.6% | -1.2% | -5.7% |
| 30D | -3.1% | -9.1% | +6.0% | -2.9% |
| 3M | -4.8% | -8.6% | +3.8% | -4.6% |
| 6M | -0.6% | -4.0% | +3.5% | -0.9% |
| YTD | +12.8% | -3.9% | +16.7% | +12.3% |
| 1Y | +19.8% | -16.5% | +36.2% | +20.8% |
| 3Y | +86.9% | +22.6% | +64.4% | +72.5% |
| All | +139.8% | +33.0% | +106.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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