-70.5%
UVXY vs HALO
+92.7%
-163.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.3% | -15.5% | -13.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.1% |
| 30D | -2.7% | +20.3% | -23.0% | +4.4% |
| 3M | -29.9% | +56.6% | -86.5% | -15.4% |
| 6M | -56.5% | +101.9% | -158.4% | -36.9% |
| YTD | -54.8% | +93.7% | -148.5% | -32.7% |
| 1Y | -70.5% | +91.5% | -162.1% | -56.3% |
| All | -70.5% | +92.7% | -163.2% | -56.3% |
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