+1.7%
HUT vs CBOE
+39.5%
-37.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.3% | -23.5% | -23.1% |
| 7D | -29.5% | +7.7% | -37.3% | -26.9% |
| 30D | -45.2% | +24.4% | -69.6% | -40.3% |
| 3M | -51.6% | +20.0% | -71.6% | -47.7% |
| 6M | -37.3% | +2.4% | -39.7% | -33.5% |
| YTD | +6.5% | +38.5% | -32.0% | -12.1% |
| 1Y | +1.7% | +39.0% | -37.2% | -16.0% |
| All | +1.7% | +39.5% | -37.8% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling