+396.5%
HCA vs VXX
-99.0%
+495.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +0.6% |
| 7D | +5.4% | +2.0% | +3.4% | +5.8% |
| 30D | +3.0% | -7.1% | +10.1% | +1.7% |
| 3M | +13.0% | -28.6% | +41.7% | +6.9% |
| 6M | -20.3% | -44.0% | +23.7% | -27.2% |
| YTD | -8.2% | -31.7% | +23.5% | -12.6% |
| 1Y | +6.7% | -46.3% | +53.0% | -2.0% |
| 3Y | +60.4% | -78.3% | +138.6% | +36.2% |
| 5Y | +73.4% | -95.8% | +169.3% | +11.5% |
| All | +396.5% | -99.0% | +495.5% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling