+3.1%
HD vs CBOE
+95.4%
-92.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.4% |
| 7D | -1.2% | -4.6% | +3.5% | -1.6% |
| 30D | -11.1% | +2.6% | -13.8% | -10.8% |
| 3M | +2.0% | +4.9% | -2.9% | +2.8% |
| 6M | -10.5% | -2.2% | -8.3% | -10.1% |
| YTD | -6.9% | +17.7% | -24.6% | -5.8% |
| 1Y | -23.2% | +26.1% | -49.3% | -22.1% |
| 3Y | +3.1% | +97.1% | -94.0% | +5.6% |
| All | +3.1% | +95.4% | -92.3% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling