-99.9%
UVXY vs ALHC
-61.4%
-38.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.2% |
| 7D | -22.1% | +0.3% | -22.3% | -22.0% |
| 30D | +8.2% | -10.6% | +18.7% | +6.9% |
| 3M | -12.3% | -45.3% | +33.0% | -22.1% |
| 6M | -51.0% | -59.7% | +8.7% | -59.0% |
| YTD | -49.9% | -62.7% | +12.8% | -57.9% |
| 1Y | -67.7% | -56.1% | -11.6% | -71.4% |
| 3Y | -94.1% | +21.3% | -115.4% | -92.0% |
| 5Y | -99.5% | -66.0% | -33.6% | -99.4% |
| All | -99.9% | -61.4% | -38.5% | -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