-100.0%
UVXY vs FHN
+565.5%
-665.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +0.6% |
| 7D | -4.7% | +2.7% | -7.4% | -0.6% |
| 30D | -17.1% | -3.1% | -14.0% | -20.9% |
| 3M | -39.9% | +2.3% | -42.3% | -38.2% |
| 6M | -66.9% | +9.7% | -76.6% | -60.6% |
| YTD | -50.1% | +4.7% | -54.8% | -43.0% |
| 1Y | -68.3% | +13.8% | -82.1% | -57.0% |
| 3Y | -95.0% | +131.6% | -226.5% | -68.7% |
| 5Y | -99.7% | +91.1% | -190.8% | -98.1% |
| 10Y | -100.0% | +126.6% | -226.6% | -100.0% |
| All | -100.0% | +565.5% | -665.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling