+1,492.6%
HD vs CBOE
+1,316.0%
+176.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +4.5% | -5.0% | -1.5% |
| 30D | +18.5% | +26.2% | -7.7% | +12.4% |
| 3M | +2.2% | +27.1% | -25.0% | -3.6% |
| 6M | +13.8% | +4.2% | +9.7% | +11.7% |
| YTD | +3.4% | +48.0% | -44.6% | -7.9% |
| 1Y | -3.5% | +42.4% | -45.9% | -13.2% |
| 3Y | +29.0% | +116.8% | -87.8% | +1.5% |
| 5Y | +6.1% | +199.0% | -193.0% | -25.0% |
| 10Y | +242.3% | +515.4% | -273.1% | +94.1% |
| All | +1,492.6% | +1,316.0% | +176.6% | +565.2% |
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