-100.0%
UVXY vs XHB
+781.9%
-881.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | -1.0% |
| 7D | +11.0% | -5.2% | +16.3% | -3.5% |
| 30D | -8.8% | -12.1% | +3.4% | -35.3% |
| 3M | -41.9% | -6.2% | -35.7% | -50.6% |
| 6M | -61.2% | -6.7% | -54.5% | -65.5% |
| YTD | -46.2% | -5.5% | -40.7% | -49.3% |
| 1Y | -65.2% | -15.6% | -49.6% | -75.6% |
| 3Y | -94.6% | +22.0% | -116.6% | -82.5% |
| 5Y | -99.7% | +31.8% | -131.5% | -98.0% |
| 10Y | -100.0% | +208.1% | -308.1% | -99.9% |
| All | -100.0% | +781.9% | -881.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling