+938.5%
HOOD vs VXX
-78.4%
+1,016.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -2.7% |
| 7D | -7.8% | +2.0% | -9.8% | -6.8% |
| 30D | +18.6% | -7.1% | +25.7% | +15.2% |
| 3M | +22.1% | -28.6% | +50.7% | +5.6% |
| 6M | +43.1% | -44.0% | +87.0% | +14.3% |
| YTD | -0.5% | -31.7% | +31.3% | -10.1% |
| 1Y | -4.4% | -46.3% | +41.9% | -19.9% |
| 3Y | +938.5% | -78.3% | +1,016.7% | +768.4% |
| All | +938.5% | -78.4% | +1,016.9% | +768.4% |
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