+21.3%
HPQ vs VXX
-51.0%
+72.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -9.6% | +15.5% | +5.1% |
| 7D | -7.8% | -4.1% | -3.7% | -7.9% |
| 30D | -4.9% | -0.8% | -4.1% | -4.9% |
| 3M | +4.9% | -19.8% | +24.7% | +4.0% |
| 6M | +47.1% | -40.5% | +87.6% | +43.0% |
| YTD | +39.5% | -35.5% | +75.1% | +42.2% |
| 1Y | +21.3% | -51.1% | +72.4% | +16.3% |
| All | +21.3% | -51.0% | +72.3% | +16.3% |
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