-99.7%
UVXY vs THC
+254.2%
-353.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +3.6% |
| 7D | +11.0% | 0.0% | +11.0% | +11.1% |
| 30D | -8.8% | +1.5% | -10.3% | -7.7% |
| 3M | -41.9% | +59.9% | -101.8% | -15.8% |
| 6M | -61.2% | +11.0% | -72.2% | -57.1% |
| YTD | -46.2% | +32.6% | -78.8% | -31.2% |
| 1Y | -65.2% | +37.4% | -102.6% | -53.0% |
| 3Y | -94.6% | +252.5% | -347.1% | -80.0% |
| 5Y | -99.7% | +262.3% | -362.0% | -98.5% |
| All | -99.7% | +254.2% | -353.9% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling