-66.4%
UVXY vs THC
+37.3%
-103.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.7% |
| 7D | +2.8% | -0.5% | +3.3% | +2.6% |
| 30D | -11.4% | -1.2% | -10.2% | -11.7% |
| 3M | -41.5% | +52.3% | -93.8% | -30.3% |
| 6M | -61.0% | +12.4% | -73.5% | -58.7% |
| YTD | -49.8% | +32.7% | -82.5% | -44.2% |
| 1Y | -66.4% | +36.4% | -102.8% | -60.6% |
| All | -66.4% | +37.3% | -103.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling