+75.6%
HST vs VXX
-51.0%
+126.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | -0.4% |
| 7D | +3.3% | -4.1% | +7.4% | +2.8% |
| 30D | +16.4% | -0.8% | +17.2% | +16.6% |
| 3M | +5.5% | -19.8% | +25.3% | +1.8% |
| 6M | +31.1% | -40.5% | +71.6% | +20.0% |
| YTD | +55.9% | -35.5% | +91.5% | +47.1% |
| 1Y | +75.6% | -51.1% | +126.7% | +60.0% |
| All | +75.6% | -51.0% | +126.7% | +60.0% |
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