+5.3%
HUM vs VXX
-95.6%
+101.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +1.9% |
| 7D | +2.1% | +2.0% | +0.1% | +2.2% |
| 30D | +5.4% | -7.1% | +12.5% | +4.9% |
| 3M | +11.4% | -28.6% | +40.0% | +8.9% |
| 6M | +141.5% | -44.0% | +185.5% | +132.7% |
| YTD | +61.2% | -31.7% | +92.9% | +58.1% |
| 1Y | +49.2% | -46.3% | +95.5% | +44.3% |
| 3Y | -9.0% | -78.3% | +69.2% | -14.1% |
| All | +5.3% | -95.6% | +101.0% | -14.9% |
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