+69.2%
HST vs UVXY
-99.7%
+168.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | -0.5% |
| 7D | +0.9% | +2.8% | -1.9% | +1.3% |
| 30D | -2.5% | -11.4% | +8.9% | -4.0% |
| 3M | -5.1% | -41.5% | +36.4% | -11.6% |
| 6M | +21.6% | -61.0% | +82.7% | +8.4% |
| YTD | +31.6% | -49.8% | +81.5% | +24.0% |
| 1Y | +36.1% | -66.4% | +102.6% | +22.8% |
| 3Y | +66.5% | -94.8% | +161.2% | +37.6% |
| All | +69.2% | -99.7% | +168.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling