+87.6%
HD vs VXX
-99.0%
+186.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -0.7% |
| 7D | -1.8% | +1.6% | -3.4% | -1.5% |
| 30D | -10.8% | -9.5% | -1.4% | -12.4% |
| 3M | -2.7% | -27.3% | +24.6% | -7.8% |
| 6M | -10.3% | -43.3% | +33.0% | -18.0% |
| YTD | -7.8% | -30.9% | +23.0% | -11.9% |
| 1Y | -23.1% | -47.2% | +24.0% | -29.6% |
| 3Y | +2.0% | -78.5% | +80.5% | -12.3% |
| 5Y | +6.2% | -95.6% | +101.8% | -28.9% |
| All | +87.6% | -99.0% | +186.5% | +13.6% |
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