-100.0%
UVXY vs HIG
+313.7%
-413.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.3% |
| 7D | +2.8% | -1.5% | +4.2% | +0.4% |
| 30D | -11.4% | -0.4% | -11.0% | -12.1% |
| 3M | -41.5% | +6.7% | -48.2% | -36.4% |
| 6M | -61.0% | +2.0% | -63.0% | -60.2% |
| YTD | -49.8% | +0.3% | -50.1% | -50.1% |
| 1Y | -66.4% | +4.2% | -70.6% | -64.2% |
| 3Y | -94.8% | +102.2% | -197.0% | -79.0% |
| 5Y | -99.7% | +118.5% | -218.2% | -98.1% |
| All | -100.0% | +313.7% | -413.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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