+622.3%
HWM vs UVXY
-99.7%
+722.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -0.3% |
| 7D | -11.4% | +2.8% | -14.2% | -11.0% |
| 30D | -18.5% | -11.4% | -7.1% | -19.8% |
| 3M | -13.2% | -41.5% | +28.3% | -19.3% |
| 6M | -8.7% | -61.0% | +52.4% | -18.7% |
| YTD | +12.2% | -49.8% | +62.0% | +5.4% |
| 1Y | +24.9% | -66.4% | +91.3% | +12.4% |
| 3Y | +383.9% | -94.8% | +478.7% | +302.1% |
| All | +622.3% | -99.7% | +722.0% | +340.7% |
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 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