+265.3%
HUT vs VXX
-51.1%
+316.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.7% |
| 7D | +17.8% | -3.5% | +21.3% | +14.6% |
| 30D | +0.8% | -13.6% | +14.4% | -10.4% |
| 3M | -26.8% | -24.6% | -2.2% | -39.7% |
| 6M | +72.6% | -39.9% | +112.4% | +27.0% |
| YTD | +103.6% | -33.1% | +136.7% | +68.1% |
| 1Y | +265.3% | -49.9% | +315.2% | +164.6% |
| All | +265.3% | -51.1% | +316.4% | +164.6% |
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