+54.4%
HUM vs VXX
-99.0%
+153.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +1.7% |
| 7D | +2.1% | +2.0% | +0.1% | +2.3% |
| 30D | +5.4% | -7.1% | +12.5% | +4.5% |
| 3M | +11.4% | -28.6% | +40.0% | +7.3% |
| 6M | +141.5% | -44.0% | +185.5% | +126.9% |
| YTD | +61.2% | -31.7% | +92.9% | +56.1% |
| 1Y | +49.2% | -46.3% | +95.5% | +41.1% |
| 3Y | -9.0% | -78.3% | +69.2% | -18.0% |
| 5Y | +7.2% | -95.8% | +103.0% | -21.1% |
| All | +54.4% | -99.0% | +153.4% | +4.8% |
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