-99.7%
UVXY vs FHN
+89.3%
-189.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.4% | +5.9% |
| 7D | +11.0% | -0.8% | +11.8% | +10.1% |
| 30D | -8.8% | -2.6% | -6.1% | -11.2% |
| 3M | -41.9% | +0.8% | -42.7% | -41.5% |
| 6M | -61.2% | +9.2% | -70.4% | -56.2% |
| YTD | -46.2% | +5.1% | -51.3% | -40.2% |
| 1Y | -65.2% | +12.2% | -77.4% | -57.0% |
| 3Y | -94.6% | +132.4% | -227.0% | -84.0% |
| All | -99.7% | +89.3% | -189.0% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling