+123.6%
HOOD vs CBOE
+242.7%
-119.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.3% |
| 7D | -3.8% | +6.3% | -10.0% | -3.8% |
| 30D | -23.0% | +24.9% | -47.9% | -23.3% |
| 3M | -21.6% | +28.5% | -50.1% | -22.1% |
| 6M | +1.4% | +2.9% | -1.4% | +2.9% |
| YTD | -31.2% | +50.7% | -81.8% | -33.1% |
| 1Y | -35.9% | +45.5% | -81.4% | -37.5% |
| 3Y | +836.9% | +116.3% | +720.6% | +699.4% |
| 5Y | +121.1% | +204.3% | -83.2% | +42.0% |
| All | +123.6% | +242.7% | -119.1% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling