-99.9%
UVXY vs ALHC
-28.9%
-71.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.0% | -0.6% | -4.4% | -5.1% |
| 30D | -20.5% | -1.0% | -19.5% | -20.7% |
| 3M | -36.6% | -10.2% | -26.4% | -37.2% |
| 6M | -56.9% | -28.3% | -28.6% | -59.1% |
| YTD | -51.2% | -31.4% | -19.8% | -53.7% |
| 1Y | -69.8% | -16.9% | -52.8% | -69.4% |
| 3Y | -95.1% | +135.5% | -230.5% | -92.1% |
| 5Y | -99.7% | -33.6% | -66.0% | -99.5% |
| All | -99.9% | -28.9% | -71.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling