+403.8%
HUT vs CBOE
+168.3%
+235.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.1% |
| 7D | +2.8% | -3.7% | +6.5% | +3.9% |
| 30D | +2.1% | +2.0% | +0.1% | +1.3% |
| 3M | -14.3% | -4.2% | -10.0% | -14.1% |
| 6M | +84.2% | +1.2% | +83.0% | +77.4% |
| YTD | +97.2% | +15.4% | +81.8% | +78.9% |
| 1Y | +192.7% | +23.5% | +169.2% | +158.7% |
| 3Y | +712.6% | +93.2% | +619.4% | +408.1% |
| 5Y | +85.5% | +142.0% | -56.5% | -0.3% |
| All | +403.8% | +168.3% | +235.4% | +115.1% |
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