+155.0%
HPE vs VXX
-46.7%
+201.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -4.3% | +16.7% | +10.8% |
| 7D | +19.4% | +2.0% | +17.4% | +20.4% |
| 30D | +5.6% | -7.1% | +12.7% | +3.2% |
| 3M | +33.1% | -28.6% | +61.7% | +19.5% |
| 6M | +192.5% | -44.0% | +236.4% | +146.9% |
| YTD | +160.9% | -31.7% | +192.7% | +144.1% |
| 1Y | +155.0% | -46.3% | +201.3% | +123.8% |
| All | +155.0% | -46.7% | +201.7% | +123.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling