-100.0%
UVXY vs HAS
+97.5%
-197.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +2.7% |
| 7D | -22.1% | +1.4% | -23.4% | -20.0% |
| 30D | +8.2% | +26.3% | -18.1% | +47.9% |
| 3M | -12.3% | +25.6% | -37.9% | +19.0% |
| 6M | -51.0% | +30.3% | -81.2% | -29.9% |
| YTD | -49.9% | +50.4% | -100.3% | -8.3% |
| 1Y | -67.7% | +57.7% | -125.4% | -36.6% |
| 3Y | -94.1% | +213.4% | -307.5% | -61.5% |
| 5Y | -99.5% | +49.1% | -148.6% | -98.6% |
| All | -100.0% | +97.5% | -197.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling