+690.9%
JHX vs UVXY
-100.0%
+790.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +0.1% |
| 7D | -6.3% | +2.8% | -9.1% | -5.9% |
| 30D | -7.7% | -11.4% | +3.6% | -9.0% |
| 3M | +19.2% | -41.5% | +60.7% | +12.3% |
| 6M | +38.3% | -61.0% | +99.3% | +26.2% |
| YTD | +37.2% | -49.8% | +87.1% | +31.3% |
| 1Y | +42.3% | -66.4% | +108.7% | +31.3% |
| 3Y | -4.4% | -94.8% | +90.4% | -16.9% |
| 5Y | -26.4% | -99.7% | +73.3% | -48.1% |
| 10Y | +106.3% | -100.0% | +206.3% | +2.7% |
| All | +690.9% | -100.0% | +790.9% | +69.4% |
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