+108.1%
HST vs CBOE
+379.3%
-271.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +0.7% | -3.7% | +4.4% | +1.7% |
| 30D | -0.7% | +2.0% | -2.6% | -1.4% |
| 3M | -4.0% | -4.2% | +0.2% | -3.5% |
| 6M | +20.7% | +1.2% | +19.5% | +18.0% |
| YTD | +31.0% | +15.4% | +15.7% | +22.6% |
| 1Y | +36.2% | +23.5% | +12.7% | +24.5% |
| 3Y | +66.6% | +93.2% | -26.5% | +25.3% |
| 5Y | +75.8% | +142.0% | -66.2% | +18.4% |
| All | +108.1% | +379.3% | -271.2% | +6.6% |
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