+308.1%
HUBS vs UVXY
-100.0%
+408.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | -0.5% |
| 7D | -9.0% | +2.8% | -11.8% | -8.4% |
| 30D | +7.2% | -11.4% | +18.6% | +5.2% |
| 3M | +20.9% | -41.5% | +62.4% | +10.0% |
| 6M | -13.0% | -61.0% | +48.0% | -25.6% |
| YTD | -43.8% | -49.8% | +6.0% | -48.5% |
| 1Y | -54.6% | -66.4% | +11.8% | -60.6% |
| 3Y | -58.5% | -94.8% | +36.3% | -67.3% |
| 5Y | -66.4% | -99.7% | +33.3% | -80.6% |
| All | +308.1% | -100.0% | +408.1% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling