+915.2%
HWM vs VXX
-99.0%
+1,014.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.4% |
| 7D | -11.4% | +2.0% | -13.4% | -10.9% |
| 30D | -18.5% | -7.1% | -11.4% | -20.0% |
| 3M | -13.2% | -28.6% | +15.5% | -20.0% |
| 6M | -8.7% | -44.0% | +35.3% | -19.9% |
| YTD | +12.2% | -31.7% | +43.9% | +4.8% |
| 1Y | +24.9% | -46.3% | +71.3% | +11.0% |
| 3Y | +383.9% | -78.3% | +462.2% | +299.1% |
| 5Y | +646.1% | -95.8% | +742.0% | +334.9% |
| All | +915.2% | -99.0% | +1,014.2% | +444.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling