+37.0%
HPQ vs UVXY
-94.8%
+131.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -6.8% | +15.2% | +7.6% |
| 7D | +9.8% | +2.8% | +7.0% | +10.2% |
| 30D | +22.4% | -11.4% | +33.7% | +20.7% |
| 3M | +45.2% | -41.5% | +86.7% | +36.6% |
| 6M | +96.4% | -61.0% | +157.5% | +77.6% |
| YTD | +65.4% | -49.8% | +115.2% | +57.1% |
| 1Y | +31.6% | -66.4% | +98.0% | +20.2% |
| 3Y | +37.0% | -94.8% | +131.8% | +16.8% |
| All | +37.0% | -94.8% | +131.8% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling