+315.5%
HL vs UVXY
-100.0%
+415.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.1% | -3.4% |
| 7D | -5.6% | +11.0% | -16.6% | -4.4% |
| 30D | +12.7% | -8.8% | +21.5% | +11.9% |
| 3M | +42.5% | -41.9% | +84.4% | +35.5% |
| 6M | -9.0% | -61.2% | +52.2% | -16.1% |
| YTD | +4.4% | -46.2% | +50.6% | +1.4% |
| 1Y | +82.7% | -65.2% | +147.9% | +71.2% |
| 3Y | +406.3% | -94.6% | +500.9% | +351.0% |
| 5Y | +238.2% | -99.7% | +337.8% | +150.2% |
| 10Y | +268.9% | -100.0% | +368.9% | +95.1% |
| All | +315.5% | -100.0% | +415.5% | -42.8% |
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