+268.0%
HST vs UVXY
-100.0%
+368.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.4% |
| 7D | +2.0% | -4.7% | +6.7% | +1.4% |
| 30D | -5.2% | -17.1% | +11.8% | -7.5% |
| 3M | -6.2% | -39.9% | +33.7% | -11.7% |
| 6M | +20.4% | -66.9% | +87.3% | +6.4% |
| YTD | +30.6% | -50.1% | +80.7% | +23.6% |
| 1Y | +37.4% | -68.3% | +105.7% | +24.2% |
| 3Y | +66.1% | -95.0% | +161.1% | +41.1% |
| 5Y | +73.7% | -99.7% | +173.4% | +19.6% |
| 10Y | +99.8% | -100.0% | +199.8% | -3.8% |
| All | +268.0% | -100.0% | +368.0% | -47.5% |
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