+129.9%
HPQ vs CBOE
+1,025.9%
-896.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.1% |
| 7D | -0.5% | -4.6% | +4.2% | +0.7% |
| 30D | +3.7% | +2.6% | +1.1% | +2.9% |
| 3M | +24.3% | +4.9% | +19.4% | +22.1% |
| 6M | +64.8% | -2.2% | +66.9% | +63.4% |
| YTD | +43.9% | +17.7% | +26.2% | +35.4% |
| 1Y | +11.7% | +26.1% | -14.4% | +2.9% |
| 3Y | +19.7% | +97.1% | -77.4% | -6.4% |
| 5Y | +32.2% | +149.2% | -117.0% | -5.4% |
| 10Y | +198.9% | +385.1% | -186.1% | +72.1% |
| All | +129.9% | +1,025.9% | -896.1% | -1.2% |
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