+821.5%
HUT vs UVXY
-94.8%
+916.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.8% | +15.6% | +6.1% |
| 7D | +5.4% | +2.8% | +2.6% | +7.0% |
| 30D | +8.6% | -11.4% | +20.0% | +4.5% |
| 3M | -15.2% | -41.5% | +26.3% | -29.0% |
| 6M | +92.9% | -61.0% | +153.9% | +48.4% |
| YTD | +114.6% | -49.8% | +164.5% | +92.2% |
| 1Y | +208.5% | -66.4% | +275.0% | +154.8% |
| 3Y | +821.5% | -94.8% | +916.3% | +624.0% |
| All | +821.5% | -94.8% | +916.3% | +624.0% |
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