+1,036.7%
CBOE vs XHB
+610.6%
+426.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +2.6% | -9.1% | +11.7% | +5.0% |
| 3M | +4.9% | -2.3% | +7.3% | +4.7% |
| 6M | -2.2% | -4.1% | +2.0% | -2.4% |
| YTD | +17.7% | -1.7% | +19.4% | +16.3% |
| 1Y | +26.1% | -15.1% | +41.2% | +29.5% |
| 3Y | +97.1% | +26.8% | +70.3% | +71.8% |
| 5Y | +149.2% | +37.3% | +111.8% | +106.5% |
| 10Y | +385.1% | +205.7% | +179.4% | +182.0% |
| All | +1,036.7% | +610.6% | +426.1% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling