-95.0%
UVXY vs HTZ
-86.1%
-8.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.0% | +7.3% | +1.3% |
| 7D | -4.7% | -2.5% | -2.3% | -5.1% |
| 30D | -17.1% | -3.7% | -13.3% | -16.7% |
| 3M | -39.9% | -57.0% | +17.1% | -46.8% |
| 6M | -66.9% | -47.0% | -19.9% | -68.5% |
| YTD | -50.1% | -57.5% | +7.4% | -54.0% |
| 1Y | -68.3% | -63.5% | -4.9% | -71.4% |
| 3Y | -95.0% | -86.3% | -8.6% | -97.0% |
| All | -95.0% | -86.1% | -8.8% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling