+928.6%
HWM vs VXX
-99.0%
+1,027.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.9% |
| 7D | -8.0% | +1.6% | -9.6% | -7.6% |
| 30D | -18.0% | -9.5% | -8.6% | -20.1% |
| 3M | -9.5% | -27.3% | +17.8% | -16.1% |
| 6M | -8.4% | -43.3% | +34.9% | -19.4% |
| YTD | +13.6% | -30.9% | +44.5% | +6.5% |
| 1Y | +30.2% | -47.2% | +77.4% | +15.2% |
| 3Y | +392.2% | -78.5% | +470.7% | +304.3% |
| 5Y | +645.2% | -95.6% | +740.8% | +340.7% |
| All | +928.6% | -99.0% | +1,027.5% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling