-70.5%
UVXY vs FHN
+14.6%
-85.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.7% | -15.8% | -11.9% |
| 7D | -6.3% | +2.3% | -8.6% | -2.9% |
| 30D | -2.7% | +1.6% | -4.3% | -0.3% |
| 3M | -29.9% | -8.4% | -21.6% | -38.0% |
| 6M | -56.5% | -2.3% | -54.2% | -57.0% |
| YTD | -54.8% | +1.5% | -56.3% | -46.3% |
| 1Y | -70.5% | +15.0% | -85.5% | -55.0% |
| All | -70.5% | +14.6% | -85.1% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling