+119.9%
HYG vs UVXY
-100.0%
+219.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -0.6% |
| 30D | -0.7% | -11.4% | +10.6% | -1.1% |
| 3M | -0.2% | -41.5% | +41.3% | -2.0% |
| 6M | +1.4% | -61.0% | +62.5% | -1.6% |
| YTD | +1.5% | -49.8% | +51.3% | -0.2% |
| 1Y | +2.9% | -66.4% | +69.3% | +0.1% |
| 3Y | +25.6% | -94.8% | +120.4% | +19.2% |
| 5Y | +18.6% | -99.7% | +118.3% | +4.7% |
| 10Y | +55.7% | -100.0% | +155.7% | +21.1% |
| All | +119.9% | -100.0% | +219.9% | +19.5% |
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