+395.4%
HPQ vs UVXY
-100.0%
+495.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +5.3% |
| 7D | +2.2% | +2.3% | 0.0% | +2.6% |
| 30D | +9.7% | -15.0% | +24.8% | +7.4% |
| 3M | +32.7% | -39.8% | +72.5% | +24.7% |
| 6M | +77.7% | -60.0% | +137.8% | +59.8% |
| YTD | +51.0% | -48.8% | +99.8% | +42.3% |
| 1Y | +18.4% | -67.3% | +85.7% | +6.8% |
| 3Y | +25.6% | -94.8% | +120.4% | +6.5% |
| 5Y | +38.6% | -99.7% | +138.3% | -5.5% |
| 10Y | +226.1% | -100.0% | +326.1% | +56.0% |
| All | +395.4% | -100.0% | +495.4% | -8.6% |
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