+65.7%
HST vs UVXY
-94.4%
+160.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +1.1% |
| 7D | +0.7% | +11.0% | -10.3% | +2.1% |
| 30D | -0.7% | -8.8% | +8.1% | -1.7% |
| 3M | -4.0% | -41.9% | +37.9% | -9.9% |
| 6M | +20.7% | -61.2% | +81.9% | +9.0% |
| YTD | +31.0% | -46.2% | +77.2% | +25.4% |
| 1Y | +36.2% | -65.2% | +101.4% | +25.0% |
| All | +65.7% | -94.4% | +160.1% | +41.1% |
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 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