-69.8%
UVXY vs HALO
+47.3%
-117.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.5% |
| 7D | -5.0% | +4.6% | -9.6% | -3.3% |
| 30D | -20.5% | +31.8% | -52.4% | -10.6% |
| 3M | -36.6% | +53.9% | -90.5% | -21.1% |
| 6M | -56.9% | +57.4% | -114.3% | -43.5% |
| YTD | -51.2% | +63.7% | -114.9% | -33.6% |
| 1Y | -69.8% | +50.1% | -119.9% | -59.3% |
| All | -69.8% | +47.3% | -117.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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