+1,368.2%
HD vs CBOE
+1,045.3%
+322.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -2.1% | -3.6% | +1.6% | -1.3% |
| 30D | -8.4% | +5.1% | -13.5% | -9.6% |
| 3M | +4.3% | +4.6% | -0.3% | +2.4% |
| 6M | -11.1% | -0.3% | -10.9% | -12.5% |
| YTD | -4.7% | +19.8% | -24.4% | -10.7% |
| 1Y | -19.8% | +28.4% | -48.2% | -26.4% |
| 3Y | +4.1% | +104.1% | -100.0% | -17.8% |
| 5Y | +10.3% | +150.9% | -140.6% | -19.0% |
| 10Y | +203.2% | +393.5% | -190.3% | +81.0% |
| All | +1,368.2% | +1,045.3% | +322.9% | +544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling