+1.7%
HUT vs VXX
-51.0%
+52.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -9.6% | -13.6% | -31.4% |
| 7D | -29.5% | -4.1% | -25.4% | -32.6% |
| 30D | -45.2% | -0.8% | -44.4% | -44.4% |
| 3M | -51.6% | -19.8% | -31.8% | -58.9% |
| 6M | -37.3% | -40.5% | +3.2% | -56.7% |
| YTD | +6.5% | -35.5% | +42.1% | -13.6% |
| 1Y | +1.7% | -51.1% | +52.8% | -36.9% |
| All | +1.7% | -51.0% | +52.8% | -36.9% |
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 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