+104.6%
HUT vs VXX
-95.6%
+200.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.7% |
| 6M | +92.9% | -44.0% | +136.9% | +49.7% |
| YTD | +114.6% | -31.7% | +146.4% | +94.9% |
| 1Y | +208.5% | -46.3% | +254.9% | +158.1% |
| 3Y | +821.5% | -78.3% | +899.8% | +637.9% |
| All | +104.6% | -95.6% | +200.2% | -14.0% |
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