+18.7%
HPQ vs CBOE
+29.2%
-10.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +6.9% | -3.6% | +10.6% | +6.8% |
| 30D | +14.4% | +5.1% | +9.4% | +14.5% |
| 3M | +25.6% | +4.6% | +21.0% | +25.7% |
| 6M | +75.0% | -0.3% | +75.3% | +73.2% |
| YTD | +50.7% | +19.8% | +30.9% | +55.9% |
| 1Y | +18.7% | +28.4% | -9.7% | +23.3% |
| All | +18.7% | +29.2% | -10.5% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling