+583.2%
HUM vs UVXY
-100.0%
+683.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.8% | +9.0% | +1.8% |
| 7D | +2.1% | +2.8% | -0.7% | +2.3% |
| 30D | +5.4% | -11.4% | +16.8% | +4.6% |
| 3M | +11.4% | -41.5% | +52.9% | +7.7% |
| 6M | +141.5% | -61.0% | +202.6% | +128.3% |
| YTD | +61.2% | -49.8% | +111.0% | +56.4% |
| 1Y | +49.2% | -66.4% | +115.6% | +41.8% |
| 3Y | -9.0% | -94.8% | +85.7% | -17.5% |
| 5Y | +7.2% | -99.7% | +106.9% | -15.9% |
| 10Y | +152.7% | -100.0% | +252.7% | +58.5% |
| All | +583.2% | -100.0% | +683.2% | +168.7% |
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