+30.6%
HD vs CBOE
+115.8%
-85.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +4.5% | -5.0% | -0.2% |
| 30D | +18.5% | +26.2% | -7.7% | +20.5% |
| 3M | +2.2% | +27.1% | -25.0% | +4.1% |
| 6M | +13.8% | +4.2% | +9.7% | +15.0% |
| YTD | +3.4% | +48.0% | -44.6% | +6.2% |
| 1Y | -3.5% | +42.4% | -45.9% | -1.0% |
| All | +30.6% | +115.8% | -85.3% | +36.5% |
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