+761.8%
HPE vs UVXY
-100.0%
+861.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -6.8% | +19.2% | +11.4% |
| 7D | +19.4% | +2.8% | +16.6% | +20.1% |
| 30D | +5.6% | -11.4% | +17.0% | +4.0% |
| 3M | +33.1% | -41.5% | +74.6% | +24.1% |
| 6M | +192.5% | -61.0% | +253.5% | +161.4% |
| YTD | +160.9% | -49.8% | +210.8% | +147.1% |
| 1Y | +155.0% | -66.4% | +221.4% | +132.5% |
| 3Y | +289.4% | -94.8% | +384.2% | +235.5% |
| 5Y | +395.7% | -99.7% | +495.4% | +233.4% |
| 10Y | +574.8% | -100.0% | +674.8% | +193.4% |
| All | +761.8% | -100.0% | +861.8% | +224.4% |
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