+1,883.5%
PH vs CBOE
+1,045.3%
+838.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -3.6% | +0.6% | -2.1% |
| 30D | -3.2% | +5.1% | -8.3% | -4.7% |
| 3M | +10.6% | +4.6% | +6.0% | +8.1% |
| 6M | -2.1% | -0.3% | -1.9% | -4.0% |
| YTD | +10.2% | +19.8% | -9.6% | +1.7% |
| 1Y | +28.2% | +28.4% | -0.1% | +15.4% |
| 3Y | +134.9% | +104.1% | +30.8% | +72.7% |
| 5Y | +253.6% | +150.9% | +102.7% | +136.5% |
| 10Y | +804.7% | +393.5% | +411.2% | +352.3% |
| All | +1,883.5% | +1,045.3% | +838.2% | +509.7% |
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