-100.0%
UVXY vs HBM
+619.2%
-719.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.2% |
| 7D | +2.8% | -3.3% | +6.1% | +0.4% |
| 30D | -11.4% | -4.8% | -6.5% | -13.7% |
| 3M | -41.5% | -0.4% | -41.1% | -38.8% |
| 6M | -61.0% | +17.9% | -78.9% | -49.4% |
| YTD | -49.8% | +33.7% | -83.6% | -26.6% |
| 1Y | -66.4% | +95.6% | -162.0% | -30.0% |
| 3Y | -94.8% | +458.1% | -552.9% | -62.2% |
| 5Y | -99.7% | +329.0% | -428.7% | -97.3% |
| All | -100.0% | +619.2% | -719.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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