-94.4%
UVXY vs ALHC
+146.3%
-240.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.2% | +4.9% |
| 7D | +11.0% | -5.8% | +16.8% | +10.1% |
| 30D | -8.8% | -3.3% | -5.4% | -9.2% |
| 3M | -41.9% | -37.9% | -4.0% | -45.5% |
| 6M | -61.2% | -29.5% | -31.7% | -62.2% |
| YTD | -46.2% | -35.4% | -10.8% | -48.1% |
| 1Y | -65.2% | -22.4% | -42.8% | -65.2% |
| All | -94.4% | +146.3% | -240.7% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling