+58.1%
HAL vs UVXY
-100.0%
+158.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +1.3% |
| 7D | -1.3% | +2.3% | -3.6% | -1.0% |
| 30D | +10.9% | -15.0% | +25.9% | +8.3% |
| 3M | -5.8% | -39.8% | +34.0% | -12.4% |
| 6M | +8.1% | -60.0% | +68.2% | -4.4% |
| YTD | +33.2% | -48.8% | +82.0% | +24.3% |
| 1Y | +74.2% | -67.3% | +141.5% | +54.3% |
| 3Y | -3.7% | -94.8% | +91.1% | -21.7% |
| 5Y | +111.9% | -99.7% | +211.6% | +32.1% |
| 10Y | +7.4% | -100.0% | +107.4% | -53.9% |
| All | +58.1% | -100.0% | +158.1% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling