+48.9%
HST vs VXX
-99.0%
+147.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | -0.5% |
| 7D | +0.9% | +2.0% | -1.1% | +1.4% |
| 30D | -2.5% | -7.1% | +4.6% | -4.0% |
| 3M | -5.1% | -28.6% | +23.5% | -11.8% |
| 6M | +21.6% | -44.0% | +65.6% | +8.2% |
| YTD | +31.6% | -31.7% | +63.4% | +24.1% |
| 1Y | +36.1% | -46.3% | +82.5% | +22.8% |
| 3Y | +66.5% | -78.3% | +144.7% | +40.6% |
| 5Y | +76.6% | -95.8% | +172.4% | +11.4% |
| All | +48.9% | -99.0% | +147.9% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling