-100.0%
UVXY vs HDB
+42.1%
-142.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.9% | -13.6% | +2.2% |
| 7D | +2.8% | +0.7% | +2.1% | +4.5% |
| 30D | -11.4% | +1.0% | -12.4% | -9.8% |
| 3M | -41.5% | -2.0% | -39.5% | -42.5% |
| 6M | -61.0% | -18.1% | -42.9% | -68.2% |
| YTD | -49.8% | -36.1% | -13.7% | -70.1% |
| 1Y | -66.4% | -34.0% | -32.4% | -78.9% |
| 3Y | -94.8% | -26.7% | -68.1% | -95.6% |
| 5Y | -99.7% | -33.9% | -65.8% | -99.7% |
| All | -100.0% | +42.1% | -142.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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