-99.7%
UVXY vs HALO
+158.6%
-258.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.7% |
| 7D | +2.8% | -2.7% | +5.5% | +1.0% |
| 30D | -11.4% | +5.3% | -16.7% | -8.1% |
| 3M | -41.5% | +51.6% | -93.1% | -21.7% |
| 6M | -61.0% | +61.3% | -122.3% | -44.3% |
| YTD | -49.8% | +59.3% | -109.1% | -27.8% |
| 1Y | -66.4% | +38.3% | -104.7% | -55.9% |
| 3Y | -94.8% | +185.9% | -280.6% | -85.8% |
| All | -99.7% | +158.6% | -258.3% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling