+453.2%
HUT vs UVXY
-100.0%
+553.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.3% | +4.1% | +7.1% |
| 7D | +28.3% | -4.7% | +33.0% | +26.5% |
| 30D | +12.3% | -17.1% | +29.4% | +6.5% |
| 3M | -16.8% | -39.9% | +23.1% | -26.7% |
| 6M | +111.4% | -66.9% | +178.2% | +65.5% |
| YTD | +116.6% | -50.1% | +166.7% | +99.7% |
| 1Y | +290.5% | -68.3% | +358.8% | +233.8% |
| 3Y | +792.3% | -95.0% | +887.3% | +650.0% |
| 5Y | +94.1% | -99.7% | +193.8% | +19.7% |
| All | +453.2% | -100.0% | +553.2% | +166.2% |
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