+35.7%
HST vs VXX
-51.1%
+86.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | -1.0% | -3.5% | +2.5% | -1.6% |
| 30D | -12.3% | -13.6% | +1.3% | -14.5% |
| 3M | -6.4% | -24.6% | +18.2% | -10.6% |
| 6M | +15.0% | -39.9% | +54.9% | +6.2% |
| YTD | +30.5% | -33.1% | +63.6% | +23.5% |
| 1Y | +35.7% | -49.9% | +85.6% | +23.3% |
| All | +35.7% | -51.1% | +86.8% | +23.3% |
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