-18.9%
HUT vs CBOE
+201.6%
-220.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +34.9% | +4.5% | +30.4% | +35.6% |
| 30D | -25.9% | +26.2% | -52.1% | -24.0% |
| 3M | -31.7% | +27.1% | -58.9% | -29.9% |
| 6M | -42.2% | +4.2% | -46.4% | -40.0% |
| YTD | +34.9% | +48.0% | -13.1% | +34.8% |
| 1Y | +48.5% | +42.4% | +6.1% | +49.1% |
| 3Y | +471.2% | +116.8% | +354.4% | +347.9% |
| 5Y | -18.9% | +199.0% | -217.9% | -61.6% |
| All | -18.9% | +201.6% | -220.5% | -61.6% |
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