-99.7%
UVXY vs HTZ
-93.2%
-6.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -3.3% |
| 7D | -3.3% | -27.5% | +24.2% | -10.2% |
| 30D | +12.0% | -21.9% | +33.9% | +7.3% |
| 3M | -15.5% | -29.2% | +13.8% | -19.6% |
| 6M | -49.4% | -75.2% | +25.8% | -63.7% |
| YTD | -49.1% | -70.8% | +21.7% | -59.2% |
| 1Y | -63.7% | -76.1% | +12.4% | -72.4% |
| 3Y | -94.1% | -82.5% | -11.6% | -95.1% |
| 5Y | -99.6% | -94.1% | -5.5% | -99.7% |
| All | -99.7% | -93.2% | -6.6% | -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