-100.0%
UVXY vs XHB
+215.4%
-315.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -3.2% |
| 7D | +2.8% | -4.6% | +7.4% | -7.2% |
| 30D | -11.4% | -9.1% | -2.2% | -28.2% |
| 3M | -41.5% | -8.6% | -33.0% | -51.6% |
| 6M | -61.0% | -4.0% | -57.0% | -61.5% |
| YTD | -49.8% | -3.9% | -45.9% | -49.1% |
| 1Y | -66.4% | -16.5% | -50.0% | -74.9% |
| 3Y | -94.8% | +22.6% | -117.3% | -84.1% |
| 5Y | -99.7% | +33.9% | -133.6% | -98.2% |
| All | -100.0% | +215.4% | -315.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling