+155.3%
HBAN vs UVXY
-100.0%
+255.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.2% |
| 7D | -1.0% | +2.8% | -3.8% | -0.5% |
| 30D | -5.6% | -11.4% | +5.8% | -7.1% |
| 3M | -1.1% | -41.5% | +40.4% | -7.9% |
| 6M | +9.9% | -61.0% | +70.9% | -1.9% |
| YTD | -0.9% | -49.8% | +48.9% | -6.7% |
| 1Y | -1.4% | -66.4% | +65.0% | -10.9% |
| 3Y | +78.2% | -94.8% | +173.0% | +50.1% |
| 5Y | +37.0% | -99.7% | +136.7% | -10.0% |
| All | +155.3% | -100.0% | +255.3% | +21.7% |
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