+1.5%
HD vs VXX
-78.4%
+79.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +0.4% |
| 7D | -3.8% | +2.0% | -5.8% | -3.6% |
| 30D | -9.4% | -7.1% | -2.3% | -10.2% |
| 3M | -4.6% | -28.6% | +24.0% | -8.3% |
| 6M | -10.1% | -44.0% | +33.9% | -15.6% |
| YTD | -8.3% | -31.7% | +23.4% | -11.4% |
| 1Y | -25.0% | -46.3% | +21.3% | -29.2% |
| 3Y | +1.5% | -78.3% | +79.8% | -9.3% |
| All | +1.5% | -78.4% | +79.9% | -9.3% |
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