+2.6%
HAL vs UVXY
-100.0%
+102.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.1% | -1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -2.8% |
| 30D | +8.2% | -11.4% | +19.5% | +6.1% |
| 3M | -9.4% | -41.5% | +32.1% | -16.9% |
| 6M | +0.6% | -61.0% | +61.7% | -12.8% |
| YTD | +28.6% | -49.8% | +78.4% | +18.7% |
| 1Y | +63.9% | -66.4% | +130.3% | +43.7% |
| 3Y | -7.1% | -94.8% | +87.6% | -26.9% |
| 5Y | +102.3% | -99.7% | +202.0% | +12.8% |
| All | +2.6% | -100.0% | +102.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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