-97.6%
VXX vs ALHC
-33.8%
-63.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.5% |
| 7D | +2.0% | -6.9% | +8.8% | +0.9% |
| 30D | -7.1% | -6.7% | -0.4% | -8.1% |
| 3M | -28.6% | -37.7% | +9.1% | -33.2% |
| 6M | -44.0% | -30.0% | -14.0% | -45.8% |
| YTD | -31.7% | -36.2% | +4.4% | -34.7% |
| 1Y | -46.3% | -22.9% | -23.5% | -46.6% |
| 3Y | -78.3% | +138.4% | -216.6% | -70.6% |
| 5Y | -95.8% | -32.8% | -63.0% | -94.8% |
| All | -97.6% | -33.8% | -63.8% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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