+104.6%
HUT vs CBOE
+136.7%
-32.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.1% | +8.8% |
| 7D | +5.4% | -5.8% | +11.2% | +5.2% |
| 30D | +8.6% | -3.1% | +11.8% | +8.5% |
| 3M | -15.2% | -4.8% | -10.5% | -15.1% |
| 6M | +92.9% | -0.6% | +93.4% | +91.1% |
| YTD | +114.6% | +12.8% | +101.8% | +108.1% |
| 1Y | +208.5% | +19.8% | +188.7% | +197.6% |
| 3Y | +821.5% | +86.9% | +734.6% | +517.1% |
| All | +104.6% | +136.7% | -32.1% | +9.4% |
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