+51.0%
HPQ vs VXX
-95.6%
+146.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.3% | +12.7% | +7.5% |
| 7D | +9.8% | +2.0% | +7.8% | +10.3% |
| 30D | +22.4% | -7.1% | +29.4% | +20.7% |
| 3M | +45.2% | -28.6% | +73.8% | +35.9% |
| 6M | +96.4% | -44.0% | +140.4% | +76.2% |
| YTD | +65.4% | -31.7% | +97.1% | +56.4% |
| 1Y | +31.6% | -46.3% | +77.9% | +19.5% |
| 3Y | +37.0% | -78.3% | +115.3% | +17.2% |
| All | +51.0% | -95.6% | +146.6% | -4.8% |
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 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