-42.2%
HUT vs CBOE
+5.9%
-48.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.4% |
| 7D | +34.9% | +4.5% | +30.4% | +38.6% |
| 30D | -25.9% | +26.2% | -52.1% | -14.4% |
| 3M | -31.7% | +27.1% | -58.9% | -20.7% |
| 6M | -42.2% | +4.2% | -46.4% | -39.9% |
| All | -42.2% | +5.9% | -48.2% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling