-94.8%
UVXY vs HIG
+101.1%
-195.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.3% |
| 7D | +2.8% | -1.5% | +4.2% | +0.5% |
| 30D | -11.4% | -0.4% | -11.0% | -12.1% |
| 3M | -41.5% | +6.7% | -48.2% | -35.8% |
| 6M | -61.0% | +2.0% | -63.0% | -60.2% |
| YTD | -49.8% | +0.3% | -50.1% | -50.3% |
| 1Y | -66.4% | +4.2% | -70.6% | -64.1% |
| 3Y | -94.8% | +102.2% | -197.0% | -72.3% |
| All | -94.8% | +101.1% | -195.9% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling