+390.3%
HWM vs UVXY
-94.7%
+485.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.8% |
| 7D | -8.0% | +2.3% | -10.3% | -7.7% |
| 30D | -18.0% | -15.0% | -3.0% | -19.8% |
| 3M | -9.5% | -39.8% | +30.3% | -14.8% |
| 6M | -8.4% | -60.0% | +51.7% | -17.3% |
| YTD | +13.6% | -48.8% | +62.5% | +7.6% |
| 1Y | +30.2% | -67.3% | +97.5% | +17.9% |
| All | +390.3% | -94.7% | +485.0% | +321.3% |
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