-100.0%
UVXY vs HIG
+1,172.2%
-1,272.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.5% |
| 7D | +11.0% | -2.3% | +13.3% | +6.1% |
| 30D | -8.8% | -1.2% | -7.6% | -11.4% |
| 3M | -41.9% | +6.3% | -48.2% | -36.4% |
| 6M | -61.2% | +0.6% | -61.8% | -61.7% |
| YTD | -46.2% | +0.6% | -46.8% | -46.7% |
| 1Y | -65.2% | +6.1% | -71.3% | -61.4% |
| 3Y | -94.6% | +102.0% | -196.5% | -70.9% |
| 5Y | -99.7% | +119.2% | -218.9% | -97.1% |
| 10Y | -100.0% | +312.5% | -412.5% | -100.0% |
| All | -100.0% | +1,172.2% | -1,272.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling