+65.2%
HST vs CBOE
+97.4%
-32.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.1% |
| 7D | +2.0% | -4.6% | +6.6% | +1.6% |
| 30D | -5.2% | +2.6% | -7.9% | -5.0% |
| 3M | -6.2% | +4.9% | -11.2% | -5.6% |
| 6M | +20.4% | -2.2% | +22.6% | +20.8% |
| YTD | +30.6% | +17.7% | +12.9% | +33.7% |
| 1Y | +37.4% | +26.1% | +11.3% | +41.8% |
| All | +65.2% | +97.4% | -32.2% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling