+206.4%
HD vs UVXY
-100.0%
+306.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.2% |
| 7D | -3.8% | +2.8% | -6.6% | -3.5% |
| 30D | -9.4% | -11.4% | +1.9% | -10.6% |
| 3M | -4.6% | -41.5% | +36.9% | -9.6% |
| 6M | -10.1% | -61.0% | +51.0% | -17.6% |
| YTD | -8.3% | -49.8% | +41.5% | -12.5% |
| 1Y | -25.0% | -66.4% | +41.4% | -30.8% |
| 3Y | +1.5% | -94.8% | +96.3% | -12.6% |
| 5Y | +5.6% | -99.7% | +105.3% | -27.2% |
| All | +206.4% | -100.0% | +306.4% | +63.9% |
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