+2,990.3%
HCA vs UVXY
-100.0%
+3,090.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.1% | +0.7% |
| 7D | +5.4% | +2.8% | +2.6% | +5.7% |
| 30D | +3.0% | -11.4% | +14.3% | +1.8% |
| 3M | +13.0% | -41.5% | +54.5% | +7.7% |
| 6M | -20.3% | -61.0% | +40.8% | -26.3% |
| YTD | -8.2% | -49.8% | +41.6% | -12.2% |
| 1Y | +6.7% | -66.4% | +73.1% | -1.0% |
| 3Y | +60.4% | -94.8% | +155.1% | +39.0% |
| 5Y | +73.4% | -99.7% | +173.1% | +24.6% |
| 10Y | +506.9% | -100.0% | +606.9% | +229.8% |
| All | +2,990.3% | -100.0% | +3,090.3% | +840.8% |
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