+1.5%
HON vs VXX
-95.6%
+97.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.5% |
| 7D | -3.5% | +2.0% | -5.4% | -3.2% |
| 30D | -13.8% | -7.1% | -6.7% | -14.6% |
| 3M | -11.7% | -28.6% | +17.0% | -15.6% |
| 6M | -18.7% | -44.0% | +25.3% | -24.4% |
| YTD | +0.2% | -31.7% | +32.0% | -3.4% |
| 1Y | -3.1% | -46.3% | +43.3% | -9.1% |
| 3Y | +17.0% | -78.3% | +95.2% | +3.5% |
| All | +1.5% | -95.6% | +97.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling