+9.8%
DHI vs VXX
-36.4%
+46.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +30.1% | -29.7% | +4.9% |
| 7D | +7.6% | +27.5% | -19.9% | +12.1% |
| 30D | +15.3% | +32.5% | -17.3% | +21.2% |
| 3M | +4.4% | +8.2% | -3.8% | +5.5% |
| 6M | +8.3% | -22.7% | +30.9% | +2.8% |
| YTD | +10.4% | -16.1% | +26.5% | +7.2% |
| 1Y | +9.8% | -34.0% | +43.9% | 0.0% |
| All | +9.8% | -36.4% | +46.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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