+154.9%
HST vs CBOE
+1,045.3%
-890.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -3.6% | +2.6% | 0.0% |
| 30D | -12.3% | +5.1% | -17.3% | -13.8% |
| 3M | -6.4% | +4.6% | -11.0% | -8.5% |
| 6M | +15.0% | -0.3% | +15.3% | +12.8% |
| YTD | +30.5% | +19.8% | +10.8% | +20.1% |
| 1Y | +35.7% | +28.4% | +7.3% | +21.6% |
| 3Y | +68.4% | +104.1% | -35.7% | +23.3% |
| 5Y | +73.1% | +150.9% | -77.8% | +15.1% |
| 10Y | +92.7% | +393.5% | -300.8% | -5.8% |
| All | +154.9% | +1,045.3% | -890.4% | -28.2% |
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