+180.7%
HIMS vs VXX
-98.8%
+279.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | -0.9% |
| 7D | -0.7% | +2.0% | -2.7% | -0.1% |
| 30D | -8.2% | -7.1% | -1.1% | -9.7% |
| 3M | -4.7% | -28.6% | +23.9% | -11.7% |
| 6M | +6.3% | -44.0% | +50.3% | -5.8% |
| YTD | -15.3% | -31.7% | +16.5% | -19.8% |
| 1Y | -46.9% | -46.3% | -0.5% | -51.8% |
| 3Y | +321.3% | -78.3% | +399.5% | +278.3% |
| 5Y | +215.8% | -95.8% | +311.7% | +133.1% |
| All | +180.7% | -98.8% | +279.5% | +96.8% |
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