-94.8%
UVXY vs HSY
-9.3%
-85.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -11.4% | -5.2% | -6.2% | -12.0% |
| 3M | -41.5% | -3.4% | -38.1% | -41.8% |
| 6M | -61.0% | -19.2% | -41.8% | -62.6% |
| YTD | -49.8% | -2.6% | -47.2% | -50.0% |
| 1Y | -66.4% | -3.8% | -62.7% | -66.6% |
| 3Y | -94.8% | -10.6% | -84.1% | -95.2% |
| All | -94.8% | -9.3% | -85.4% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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