-22.7%
HAL vs VXX
-99.0%
+76.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.9% |
| 7D | -3.3% | +2.0% | -5.3% | -2.7% |
| 30D | +8.2% | -7.1% | +15.3% | +6.1% |
| 3M | -9.4% | -28.6% | +19.2% | -17.5% |
| 6M | +0.6% | -44.0% | +44.6% | -13.8% |
| YTD | +28.6% | -31.7% | +60.3% | +18.2% |
| 1Y | +63.9% | -46.3% | +110.2% | +42.4% |
| 3Y | -7.1% | -78.3% | +71.1% | -27.6% |
| 5Y | +102.3% | -95.8% | +198.2% | +3.2% |
| All | -22.7% | -99.0% | +76.2% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling