-99.9%
UVXY vs ALHC
-33.8%
-66.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -7.1% |
| 7D | +2.8% | -6.9% | +9.7% | +1.0% |
| 30D | -11.4% | -6.7% | -4.6% | -12.8% |
| 3M | -41.5% | -37.7% | -3.8% | -47.5% |
| 6M | -61.0% | -30.0% | -31.1% | -63.1% |
| YTD | -49.8% | -36.2% | -13.7% | -53.3% |
| 1Y | -66.4% | -22.9% | -43.6% | -66.7% |
| 3Y | -94.8% | +138.4% | -233.1% | -91.5% |
| 5Y | -99.7% | -32.8% | -66.9% | -99.6% |
| All | -99.9% | -33.8% | -66.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling