+251.1%
PH vs CBOE
+146.7%
+104.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -10.3% | +2.7% | -13.0% | -10.3% |
| 3M | +5.1% | +0.7% | +4.3% | +5.1% |
| 6M | +2.3% | -2.0% | +4.3% | +2.5% |
| YTD | +8.7% | +17.1% | -8.5% | +7.6% |
| 1Y | +26.8% | +26.5% | +0.3% | +24.7% |
| 3Y | +139.2% | +96.1% | +43.1% | +107.5% |
| 5Y | +251.1% | +149.3% | +101.8% | +174.2% |
| All | +251.1% | +146.7% | +104.4% | +174.2% |
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 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