-66.4%
UVXY vs FHN
+11.5%
-78.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.4% |
| 7D | +2.8% | -1.2% | +4.0% | +1.0% |
| 30D | -11.4% | -4.8% | -6.6% | -17.4% |
| 3M | -41.5% | -0.7% | -40.8% | -42.1% |
| 6M | -61.0% | +10.6% | -71.7% | -51.6% |
| YTD | -49.8% | +4.6% | -54.4% | -40.6% |
| 1Y | -66.4% | +11.4% | -77.8% | -53.0% |
| All | -66.4% | +11.5% | -78.0% | -53.0% |
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