+1,873.4%
PH vs CBOE
+1,341.0%
+532.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | +4.3% | +6.3% | -1.9% | +2.6% |
| 30D | +0.1% | +24.9% | -24.8% | -6.2% |
| 3M | -9.4% | +28.5% | -37.8% | -16.1% |
| 6M | +8.8% | +2.9% | +5.9% | +6.5% |
| YTD | +9.6% | +50.7% | -41.0% | -5.6% |
| 1Y | +14.4% | +45.5% | -31.0% | -0.4% |
| 3Y | +134.5% | +116.3% | +18.2% | +72.4% |
| 5Y | +204.4% | +204.3% | +0.1% | +93.1% |
| 10Y | +697.3% | +526.3% | +171.0% | +271.2% |
| All | +1,873.4% | +1,341.0% | +532.4% | +465.9% |
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