-66.4%
HUBS vs VXX
-95.6%
+29.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.4% |
| 7D | -9.0% | +2.0% | -11.0% | -8.4% |
| 30D | +7.2% | -7.1% | +14.3% | +5.3% |
| 3M | +20.9% | -28.6% | +49.5% | +10.2% |
| 6M | -13.0% | -44.0% | +31.0% | -25.5% |
| YTD | -43.8% | -31.7% | -12.1% | -48.2% |
| 1Y | -54.6% | -46.3% | -8.3% | -60.4% |
| 3Y | -58.5% | -78.3% | +19.8% | -67.4% |
| All | -66.4% | -95.6% | +29.3% | -84.7% |
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