+86.5%
HD vs VXX
-99.0%
+185.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.2% |
| 7D | -3.8% | +2.0% | -5.8% | -3.4% |
| 30D | -9.4% | -7.1% | -2.3% | -10.6% |
| 3M | -4.6% | -28.6% | +24.0% | -10.0% |
| 6M | -10.1% | -44.0% | +33.9% | -18.0% |
| YTD | -8.3% | -31.7% | +23.4% | -12.6% |
| 1Y | -25.0% | -46.3% | +21.3% | -31.1% |
| 3Y | +1.5% | -78.3% | +79.8% | -12.5% |
| 5Y | +5.6% | -95.8% | +101.4% | -30.1% |
| All | +86.5% | -99.0% | +185.5% | +12.7% |
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