+132.3%
HON vs UVXY
-100.0%
+232.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.7% |
| 7D | -3.5% | +2.8% | -6.3% | -3.1% |
| 30D | -13.8% | -11.4% | -2.4% | -14.8% |
| 3M | -11.7% | -41.5% | +29.8% | -16.3% |
| 6M | -18.7% | -61.0% | +42.3% | -25.3% |
| YTD | +0.2% | -49.8% | +50.1% | -4.2% |
| 1Y | -3.1% | -66.4% | +63.4% | -10.3% |
| 3Y | +17.0% | -94.8% | +111.7% | +1.1% |
| 5Y | +2.0% | -99.7% | +101.7% | -28.6% |
| All | +132.3% | -100.0% | +232.3% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling