+1,425.4%
HD vs UVXY
-100.0%
+1,525.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.5% |
| 7D | +1.5% | -22.1% | +23.6% | -0.6% |
| 30D | +18.0% | +8.2% | +9.8% | +20.7% |
| 3M | +2.8% | -12.3% | +15.1% | +3.2% |
| 6M | +17.0% | -51.0% | +68.0% | +11.5% |
| YTD | +3.5% | -49.9% | +53.5% | +1.0% |
| 1Y | -2.6% | -67.7% | +65.1% | -8.8% |
| 3Y | +30.7% | -94.1% | +124.8% | +17.0% |
| 5Y | +6.2% | -99.5% | +105.7% | -17.6% |
| 10Y | +242.7% | -100.0% | +342.7% | +101.7% |
| All | +1,425.4% | -100.0% | +1,525.4% | +408.4% |
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