+51.0%
HPQ vs CBOE
+136.7%
-85.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.2% | +10.6% | +8.5% |
| 7D | +9.8% | -5.8% | +15.6% | +10.1% |
| 30D | +22.4% | -3.1% | +25.5% | +22.5% |
| 3M | +45.2% | -4.8% | +49.9% | +45.3% |
| 6M | +96.4% | -0.6% | +97.0% | +95.4% |
| YTD | +65.4% | +12.8% | +52.6% | +63.0% |
| 1Y | +31.6% | +19.8% | +11.8% | +29.0% |
| 3Y | +37.0% | +86.9% | -49.9% | +18.0% |
| All | +51.0% | +136.7% | -85.7% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling