-100.0%
UVXY vs HSY
+323.9%
-423.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +1.6% |
| 7D | +2.3% | -3.0% | +5.2% | -2.0% |
| 30D | -15.0% | -5.0% | -10.0% | -21.0% |
| 3M | -39.8% | -1.3% | -38.5% | -41.8% |
| 6M | -60.0% | -21.5% | -38.5% | -72.5% |
| YTD | -48.8% | -3.3% | -45.6% | -52.5% |
| 1Y | -67.3% | -5.5% | -61.8% | -70.8% |
| 3Y | -94.8% | -9.9% | -84.9% | -96.0% |
| 5Y | -99.7% | +11.3% | -111.0% | -99.6% |
| 10Y | -100.0% | +128.1% | -228.1% | -100.0% |
| All | -100.0% | +323.9% | -423.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling