-100.0%
UVXY vs FHN
+128.3%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.4% |
| 7D | +2.8% | -1.2% | +4.0% | +1.3% |
| 30D | -11.4% | -4.8% | -6.6% | -16.5% |
| 3M | -41.5% | -0.7% | -40.8% | -42.3% |
| 6M | -61.0% | +10.6% | -71.7% | -54.7% |
| YTD | -49.8% | +4.6% | -54.4% | -44.0% |
| 1Y | -66.4% | +11.4% | -77.8% | -57.9% |
| 3Y | -94.8% | +132.3% | -227.0% | -77.7% |
| 5Y | -99.7% | +90.2% | -189.9% | -98.6% |
| All | -100.0% | +128.3% | -228.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling