+1,304.5%
HD vs UVXY
-100.0%
+1,404.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.0% |
| 7D | -2.1% | -5.0% | +2.9% | -2.5% |
| 30D | -8.4% | -20.5% | +12.1% | -10.4% |
| 3M | +4.3% | -36.6% | +40.9% | +0.4% |
| 6M | -11.1% | -56.9% | +45.8% | -16.5% |
| YTD | -4.7% | -51.2% | +46.5% | -8.7% |
| 1Y | -19.8% | -69.8% | +50.0% | -26.1% |
| 3Y | +4.1% | -95.1% | +99.2% | -8.9% |
| 5Y | +10.3% | -99.7% | +110.0% | -18.1% |
| 10Y | +203.2% | -100.0% | +303.2% | +74.0% |
| All | +1,304.5% | -100.0% | +1,404.5% | +359.4% |
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