+573.8%
HON vs UVXY
-100.0%
+673.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -0.8% |
| 7D | -2.6% | +11.0% | -13.7% | -1.5% |
| 30D | -11.9% | -8.8% | -3.1% | -12.6% |
| 3M | -6.1% | -41.9% | +35.8% | -10.8% |
| 6M | -19.2% | -61.2% | +42.0% | -25.6% |
| YTD | +0.2% | -46.2% | +46.4% | -3.4% |
| 1Y | -1.5% | -65.2% | +63.7% | -8.3% |
| 3Y | +17.9% | -94.6% | +112.5% | +3.1% |
| 5Y | +1.9% | -99.7% | +101.6% | -26.4% |
| 10Y | +135.2% | -100.0% | +235.2% | +23.4% |
| All | +573.8% | -100.0% | +673.8% | +47.7% |
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