+99.3%
HLT vs VXX
-78.4%
+177.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.7% |
| 7D | -1.6% | +2.0% | -3.6% | -1.2% |
| 30D | -5.0% | -7.1% | +2.1% | -6.1% |
| 3M | -10.4% | -28.6% | +18.2% | -14.9% |
| 6M | +3.2% | -44.0% | +47.2% | -5.1% |
| YTD | +6.7% | -31.7% | +38.5% | +2.2% |
| 1Y | +10.3% | -46.3% | +56.6% | +2.3% |
| 3Y | +99.3% | -78.3% | +177.6% | +76.0% |
| All | +99.3% | -78.4% | +177.7% | +76.0% |
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