+203.4%
HD vs CBOE
+379.3%
-175.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.1% |
| 30D | -13.1% | +2.0% | -15.1% | -13.7% |
| 3M | -3.4% | -4.2% | +0.8% | -3.1% |
| 6M | -12.6% | +1.2% | -13.7% | -14.4% |
| YTD | -9.2% | +15.4% | -24.6% | -14.5% |
| 1Y | -23.9% | +23.5% | -47.4% | -29.9% |
| 3Y | +0.4% | +93.2% | -92.7% | -21.5% |
| 5Y | +4.5% | +142.0% | -137.4% | -25.4% |
| All | +203.4% | +379.3% | -175.9% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling