+141.0%
PH vs CBOE
+96.4%
+44.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.8% |
| 7D | 0.0% | -0.8% | +0.8% | -0.1% |
| 30D | -10.3% | +2.7% | -13.0% | -9.8% |
| 3M | +5.1% | +0.7% | +4.3% | +5.5% |
| 6M | +2.3% | -2.0% | +4.3% | +3.4% |
| YTD | +8.7% | +17.1% | -8.5% | +14.5% |
| 1Y | +26.8% | +26.5% | +0.3% | +36.2% |
| All | +141.0% | +96.4% | +44.6% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling