+243.8%
HPQ vs CBOE
+368.5%
-124.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.2% | +10.6% | +9.0% |
| 7D | +9.8% | -5.8% | +15.6% | +11.4% |
| 30D | +22.4% | -3.1% | +25.5% | +23.1% |
| 3M | +45.2% | -4.8% | +49.9% | +46.2% |
| 6M | +96.4% | -0.6% | +97.0% | +93.4% |
| YTD | +65.4% | +12.8% | +52.6% | +56.5% |
| 1Y | +31.6% | +19.8% | +11.8% | +22.0% |
| 3Y | +37.0% | +86.9% | -49.9% | +5.1% |
| 5Y | +53.0% | +136.5% | -83.5% | +5.0% |
| All | +243.8% | +368.5% | -124.7% | +76.8% |
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