+228.7%
HL vs UVXY
-99.7%
+328.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -2.2% |
| 7D | -4.4% | +2.8% | -7.1% | -3.9% |
| 30D | +9.3% | -11.4% | +20.7% | +7.8% |
| 3M | +32.0% | -41.5% | +73.5% | +23.8% |
| 6M | -6.4% | -61.0% | +54.6% | -15.4% |
| YTD | +3.1% | -49.8% | +53.0% | -1.7% |
| 1Y | +77.6% | -66.4% | +144.0% | +62.9% |
| 3Y | +392.8% | -94.8% | +487.6% | +328.4% |
| All | +228.7% | -99.7% | +328.4% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling