-22.7%
HD vs CBOE
+26.0%
-48.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.9% |
| 30D | -10.8% | +2.7% | -13.5% | -10.4% |
| 3M | -2.7% | +0.7% | -3.4% | -1.9% |
| 6M | -10.3% | -2.0% | -8.3% | -10.1% |
| YTD | -7.8% | +17.1% | -25.0% | -8.6% |
| All | -22.7% | +26.0% | -48.7% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling