+243.8%
HPQ vs UVXY
-100.0%
+343.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -6.8% | +15.2% | +7.4% |
| 7D | +9.8% | +2.8% | +7.0% | +10.3% |
| 30D | +22.4% | -11.4% | +33.7% | +20.4% |
| 3M | +45.2% | -41.5% | +86.7% | +34.8% |
| 6M | +96.4% | -61.0% | +157.5% | +73.9% |
| YTD | +65.4% | -49.8% | +115.2% | +54.5% |
| 1Y | +31.6% | -66.4% | +98.0% | +17.8% |
| 3Y | +37.0% | -94.8% | +131.8% | +13.7% |
| 5Y | +53.0% | -99.7% | +152.7% | -3.4% |
| All | +243.8% | -100.0% | +343.8% | +58.1% |
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