+622.3%
HWM vs VXX
-95.6%
+718.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | -0.2% |
| 7D | -11.4% | +2.0% | -13.4% | -11.0% |
| 30D | -18.5% | -7.1% | -11.4% | -19.7% |
| 3M | -13.2% | -28.6% | +15.5% | -19.0% |
| 6M | -8.7% | -44.0% | +35.3% | -18.2% |
| YTD | +12.2% | -31.7% | +43.9% | +6.0% |
| 1Y | +24.9% | -46.3% | +71.3% | +13.2% |
| 3Y | +383.9% | -78.3% | +462.2% | +313.0% |
| All | +622.3% | -95.6% | +718.0% | +352.4% |
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