+1,494.6%
HD vs CBOE
+1,341.0%
+153.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.3% |
| 7D | +1.5% | +6.3% | -4.8% | +0.1% |
| 30D | +18.0% | +24.9% | -6.9% | +12.1% |
| 3M | +2.8% | +28.5% | -25.7% | -3.2% |
| 6M | +17.0% | +2.9% | +14.1% | +15.2% |
| YTD | +3.5% | +50.7% | -47.1% | -8.1% |
| 1Y | -2.6% | +45.5% | -48.1% | -12.8% |
| 3Y | +30.7% | +116.3% | -85.6% | +3.1% |
| 5Y | +6.2% | +204.3% | -198.1% | -25.2% |
| 10Y | +242.7% | +526.3% | -283.6% | +93.6% |
| All | +1,494.6% | +1,341.0% | +153.5% | +563.4% |
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 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