+634.9%
HLT vs UVXY
-100.0%
+734.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.9% |
| 7D | -1.6% | +2.8% | -4.4% | -1.2% |
| 30D | -5.0% | -11.4% | +6.3% | -6.3% |
| 3M | -10.4% | -41.5% | +31.1% | -15.6% |
| 6M | +3.2% | -61.0% | +64.3% | -6.1% |
| YTD | +6.7% | -49.8% | +56.6% | +1.6% |
| 1Y | +10.3% | -66.4% | +76.7% | +1.2% |
| 3Y | +99.3% | -94.8% | +194.1% | +71.3% |
| 5Y | +143.7% | -99.7% | +243.4% | +69.2% |
| 10Y | +584.7% | -100.0% | +684.7% | +241.8% |
| All | +634.9% | -100.0% | +734.9% | +204.4% |
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