+78.2%
HBAN vs VXX
-78.4%
+156.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.1% |
| 7D | -1.0% | +2.0% | -3.0% | -0.5% |
| 30D | -5.6% | -7.1% | +1.5% | -7.0% |
| 3M | -1.1% | -28.6% | +27.5% | -7.5% |
| 6M | +9.9% | -44.0% | +53.9% | -1.3% |
| YTD | -0.9% | -31.7% | +30.8% | -6.1% |
| 1Y | -1.4% | -46.3% | +45.0% | -10.2% |
| 3Y | +78.2% | -78.3% | +156.5% | +52.2% |
| All | +78.2% | -78.4% | +156.6% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling