+821.5%
HUT vs VXX
-78.4%
+899.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.3% | +13.1% | +6.3% |
| 7D | +5.4% | +2.0% | +3.4% | +7.0% |
| 30D | +8.6% | -7.1% | +15.7% | +4.8% |
| 3M | -15.2% | -28.6% | +13.4% | -28.5% |
| 6M | +92.9% | -44.0% | +136.9% | +50.2% |
| YTD | +114.6% | -31.7% | +146.4% | +94.5% |
| 1Y | +208.5% | -46.3% | +254.9% | +158.6% |
| 3Y | +821.5% | -78.3% | +899.8% | +659.7% |
| All | +821.5% | -78.4% | +899.9% | +659.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling