+400.1%
HL vs VXX
-99.0%
+499.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -2.1% |
| 7D | -4.4% | +2.0% | -6.3% | -3.9% |
| 30D | +9.3% | -7.1% | +16.4% | +7.9% |
| 3M | +32.0% | -28.6% | +60.6% | +24.5% |
| 6M | -6.4% | -44.0% | +37.5% | -14.7% |
| YTD | +3.1% | -31.7% | +34.9% | -1.0% |
| 1Y | +77.6% | -46.3% | +123.9% | +64.3% |
| 3Y | +392.8% | -78.3% | +471.1% | +335.6% |
| 5Y | +234.1% | -95.8% | +329.9% | +131.1% |
| All | +400.1% | -99.0% | +499.1% | +192.6% |
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