-94.4%
UVXY vs HTZ
-81.5%
-12.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | -0.6% | -19.6% | -20.4% |
| 7D | -5.6% | -16.4% | +10.8% | -7.6% |
| 30D | +12.8% | -15.1% | +27.9% | +11.3% |
| 3M | -14.8% | -28.2% | +13.3% | -17.2% |
| 6M | -49.0% | -73.1% | +24.1% | -57.4% |
| YTD | -48.8% | -68.3% | +19.5% | -54.0% |
| 1Y | -66.4% | -75.2% | +8.8% | -70.9% |
| 3Y | -94.4% | -81.1% | -13.3% | -94.6% |
| All | -94.4% | -81.5% | -12.9% | -94.6% |
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