-100.0%
UVXY vs HAS
+59.3%
-159.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.8% | +6.9% |
| 7D | +11.0% | -3.1% | +14.1% | +6.7% |
| 30D | -8.8% | -6.4% | -2.4% | -16.3% |
| 3M | -41.9% | +10.4% | -52.3% | -33.2% |
| 6M | -61.2% | -3.7% | -57.5% | -61.6% |
| YTD | -46.2% | +12.5% | -58.7% | -32.9% |
| 1Y | -65.2% | +19.8% | -85.0% | -51.4% |
| 3Y | -94.6% | +46.0% | -140.5% | -87.0% |
| 5Y | -99.7% | +12.5% | -112.2% | -99.3% |
| All | -100.0% | +59.3% | -159.3% | -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