+30.6%
HUM vs VXX
-51.1%
+81.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +4.2% | -3.5% | +7.6% | +3.8% |
| 30D | +10.4% | -13.6% | +24.0% | +8.7% |
| 3M | +15.1% | -24.6% | +39.7% | +12.0% |
| 6M | +120.9% | -39.9% | +160.8% | +110.6% |
| YTD | +57.9% | -33.1% | +91.0% | +53.3% |
| 1Y | +30.6% | -49.9% | +80.5% | +24.2% |
| All | +30.6% | -51.1% | +81.7% | +24.2% |
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