+122.4%
HST vs CBOE
+524.9%
-402.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | +3.6% | +6.3% | -2.7% | +2.0% |
| 30D | +11.2% | +24.9% | -13.7% | +5.0% |
| 3M | +13.1% | +28.5% | -15.4% | +5.5% |
| 6M | +23.9% | +2.9% | +21.0% | +22.1% |
| YTD | +52.3% | +50.7% | +1.6% | +32.6% |
| 1Y | +56.7% | +45.5% | +11.2% | +37.9% |
| 3Y | +87.5% | +116.3% | -28.8% | +39.7% |
| 5Y | +82.8% | +204.3% | -121.5% | +16.3% |
| All | +122.4% | +524.9% | -402.5% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling