+40.0%
HLT vs UVXY
-57.3%
+97.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +45.4% | -47.2% | +3.1% |
| 7D | +3.6% | +41.0% | -37.4% | +8.6% |
| 30D | +14.6% | +46.9% | -32.3% | +21.1% |
| 3M | +13.9% | +7.0% | +6.9% | +15.7% |
| 6M | +18.3% | -37.0% | +55.3% | +12.6% |
| YTD | +28.9% | -34.3% | +63.2% | +25.6% |
| 1Y | +40.0% | -54.8% | +94.8% | +31.8% |
| All | +40.0% | -57.3% | +97.4% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling