-100.0%
UVXY vs BHP
+496.8%
-596.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -7.2% |
| 7D | +2.8% | -3.6% | +6.4% | -3.2% |
| 30D | -11.4% | -1.2% | -10.2% | -12.8% |
| 3M | -41.5% | +1.2% | -42.7% | -38.8% |
| 6M | -61.0% | +21.4% | -82.5% | -40.4% |
| YTD | -49.8% | +50.4% | -100.3% | +14.1% |
| 1Y | -66.4% | +67.5% | -134.0% | -5.3% |
| 3Y | -94.8% | +72.8% | -167.6% | -78.1% |
| 5Y | -99.7% | +112.6% | -212.3% | -97.4% |
| All | -100.0% | +496.8% | -596.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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