+250.7%
HOOD vs UVXY
-99.7%
+350.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -1.9% |
| 7D | +17.1% | -5.0% | +22.1% | +15.6% |
| 30D | +31.6% | -20.5% | +52.1% | +23.4% |
| 3M | +38.2% | -36.6% | +74.8% | +23.6% |
| 6M | +48.5% | -56.9% | +105.5% | +24.4% |
| YTD | +8.0% | -51.2% | +59.2% | -3.6% |
| 1Y | +18.7% | -69.8% | +88.4% | -3.5% |
| 3Y | +999.1% | -95.1% | +1,094.2% | +752.9% |
| 5Y | +181.7% | -99.7% | +281.4% | +39.3% |
| All | +250.7% | -99.7% | +350.4% | +73.9% |
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