+396.0%
HPE vs UVXY
-99.7%
+495.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -6.8% | +19.2% | +11.3% |
| 7D | +19.4% | +2.8% | +16.6% | +20.2% |
| 30D | +5.6% | -11.4% | +17.0% | +3.8% |
| 3M | +33.1% | -41.5% | +74.6% | +22.9% |
| 6M | +192.5% | -61.0% | +253.5% | +157.4% |
| YTD | +160.9% | -49.8% | +210.8% | +145.1% |
| 1Y | +155.0% | -66.4% | +221.4% | +129.4% |
| 3Y | +289.4% | -94.8% | +384.2% | +227.6% |
| All | +396.0% | -99.7% | +495.7% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling