+85.5%
HUT vs UVXY
-99.6%
+185.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.2% | -10.7% | -3.4% |
| 7D | +2.8% | +11.0% | -8.2% | +7.5% |
| 30D | +2.1% | -8.8% | +10.8% | -1.1% |
| 3M | -14.3% | -41.9% | +27.6% | -28.9% |
| 6M | +84.2% | -61.2% | +145.4% | +39.9% |
| YTD | +97.2% | -46.2% | +143.4% | +81.0% |
| 1Y | +192.7% | -65.2% | +257.9% | +143.1% |
| 3Y | +712.6% | -94.6% | +807.1% | +511.4% |
| 5Y | +85.5% | -99.7% | +185.1% | -27.1% |
| All | +85.5% | -99.6% | +185.1% | -27.1% |
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 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