-100.0%
UVXY vs HDB
+272.3%
-372.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | -2.4% |
| 7D | -4.7% | -2.0% | -2.7% | -7.6% |
| 30D | -17.1% | -4.9% | -12.2% | -23.6% |
| 3M | -39.9% | -2.3% | -37.6% | -42.0% |
| 6M | -66.9% | -23.7% | -43.1% | -77.1% |
| YTD | -50.1% | -38.5% | -11.6% | -75.1% |
| 1Y | -68.3% | -36.5% | -31.9% | -83.2% |
| 3Y | -95.0% | -28.5% | -66.5% | -96.2% |
| 5Y | -99.7% | -37.4% | -62.3% | -99.7% |
| 10Y | -100.0% | +34.0% | -134.0% | -100.0% |
| All | -100.0% | +272.3% | -372.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling