+66.5%
HST vs VXX
-78.4%
+144.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | -0.4% |
| 7D | +0.9% | +2.0% | -1.1% | +1.3% |
| 30D | -2.5% | -7.1% | +4.6% | -3.8% |
| 3M | -5.1% | -28.6% | +23.5% | -10.8% |
| 6M | +21.6% | -44.0% | +65.6% | +10.2% |
| YTD | +31.6% | -31.7% | +63.4% | +25.3% |
| 1Y | +36.1% | -46.3% | +82.5% | +24.9% |
| 3Y | +66.5% | -78.3% | +144.7% | +43.1% |
| All | +66.5% | -78.4% | +144.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling