+73.9%
HST vs CBOE
+146.7%
-72.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | -2.8% | +2.7% | -5.5% | -3.0% |
| 3M | -6.5% | +0.7% | -7.2% | -6.6% |
| 6M | +20.7% | -2.0% | +22.7% | +20.4% |
| YTD | +30.5% | +17.1% | +13.3% | +27.4% |
| 1Y | +36.8% | +26.5% | +10.3% | +32.3% |
| 3Y | +65.9% | +96.1% | -30.2% | +40.9% |
| 5Y | +73.9% | +149.3% | -75.4% | +31.9% |
| All | +73.9% | +146.7% | -72.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling