Slope of Hope Blog Posts

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Hedged Portfolio Performance

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Fellow Slopers may recall I wrote about the hedged portfolio method a few years back. The basic idea was to find securities that had high expected returns over the next six months and were also relatively cheap to hedge, and then to buy and hedge a handful of those names every six months.

I backtested the approach a couple of years ago, and wrote it about here at the time (Does Hedged Investing Work?). You can also find interactive versions of those backtests on the Portfolio Armor website. Since April though, I’ve been tracking the performance of portfolios posted in real time. I wrote about the performance of some of those early portfolios here. Since June the beginning of June, I’ve been creating a few portfolios each week. Here’s how the first cohort of them performed from June 1st to December 1st. (more…)