-100.0%
UVXY vs USHY
+49.7%
-149.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.6% |
| 7D | +2.8% | -0.7% | +3.5% | -2.1% |
| 30D | -11.4% | -0.7% | -10.7% | -15.3% |
| 3M | -41.5% | +0.1% | -41.6% | -40.4% |
| 6M | -61.0% | +1.8% | -62.8% | -52.7% |
| YTD | -49.8% | +1.8% | -51.6% | -37.6% |
| 1Y | -66.4% | +3.3% | -69.7% | -52.1% |
| 3Y | -94.8% | +27.0% | -121.7% | -56.1% |
| 5Y | -99.7% | +21.0% | -120.7% | -97.5% |
| All | -100.0% | +49.7% | -149.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 all: compounded portfolio wealth divided by compounded USHY 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…
all analysis · Full analysis span regression · 6 months rolling