-100.0%
UVXY vs HBM
+220.7%
-320.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.5% | +12.7% | -0.6% |
| 7D | +11.0% | -3.7% | +14.8% | +8.2% |
| 30D | -8.8% | -3.7% | -5.1% | -10.3% |
| 3M | -41.9% | +8.0% | -49.9% | -34.9% |
| 6M | -61.2% | +15.8% | -77.0% | -50.5% |
| YTD | -46.2% | +34.4% | -80.6% | -21.4% |
| 1Y | -65.2% | +98.2% | -163.4% | -27.6% |
| 3Y | -94.6% | +476.6% | -571.1% | -61.3% |
| 5Y | -99.7% | +331.1% | -430.8% | -97.2% |
| 10Y | -100.0% | +591.6% | -691.6% | -100.0% |
| All | -100.0% | +220.7% | -320.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling