-2.4%
HWM vs UVXY
-57.3%
+54.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +45.4% | -51.3% | +0.1% |
| 7D | -2.4% | +41.0% | -43.4% | +3.8% |
| 30D | -13.3% | +46.9% | -60.2% | -6.9% |
| 3M | -31.0% | +7.0% | -38.1% | -29.0% |
| 6M | -17.1% | -37.0% | +19.8% | -20.2% |
| YTD | -1.9% | -34.3% | +32.4% | -3.4% |
| 1Y | -2.4% | -54.8% | +52.4% | -8.7% |
| All | -2.4% | -57.3% | +54.9% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling