+1,497.0%
HWM vs UVXY
-100.0%
+1,597.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -0.4% |
| 7D | +7.3% | -22.1% | +29.3% | +3.7% |
| 30D | +1.6% | +8.2% | -6.6% | +5.8% |
| 3M | -21.9% | -12.3% | -9.5% | -21.2% |
| 6M | -19.0% | -51.0% | +31.9% | -24.9% |
| YTD | +7.9% | -49.9% | +57.9% | +3.8% |
| 1Y | +9.9% | -67.7% | +77.7% | -1.1% |
| 3Y | +342.1% | -94.1% | +436.2% | +273.4% |
| 5Y | +600.8% | -99.5% | +700.3% | +367.0% |
| 10Y | +1,493.8% | -100.0% | +1,593.8% | +622.9% |
| All | +1,497.0% | -100.0% | +1,597.0% | +617.9% |
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