-99.7%
UVXY vs HTZ
-90.1%
-9.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.3% | +0.8% |
| 7D | -4.7% | -2.5% | -2.3% | -5.3% |
| 30D | -17.1% | -3.7% | -13.3% | -16.7% |
| 3M | -39.9% | -57.0% | +17.1% | -50.9% |
| 6M | -66.9% | -47.0% | -19.9% | -69.8% |
| YTD | -50.1% | -57.5% | +7.4% | -56.9% |
| 1Y | -68.3% | -63.5% | -4.9% | -73.6% |
| 3Y | -95.0% | -86.3% | -8.6% | -97.0% |
| 5Y | -99.7% | -86.8% | -12.9% | -99.7% |
| All | -99.7% | -90.1% | -9.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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