-61.2%
UVXY vs BHP
+21.3%
-82.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.3% | +10.5% | -0.4% |
| 7D | +11.0% | -3.7% | +14.8% | +6.9% |
| 30D | -8.8% | -0.8% | -7.9% | -9.0% |
| 3M | -41.9% | +7.6% | -49.5% | -34.6% |
| 6M | -61.2% | +20.8% | -82.0% | -39.0% |
| All | -61.2% | +21.3% | -82.5% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling