-95.7%
VXX vs ALHC
-32.8%
-62.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.5% |
| 7D | +2.0% | -6.9% | +8.8% | +0.8% |
| 30D | -7.1% | -6.7% | -0.4% | -8.1% |
| 3M | -28.6% | -37.7% | +9.1% | -33.5% |
| 6M | -44.0% | -30.0% | -14.0% | -45.9% |
| YTD | -31.7% | -36.2% | +4.4% | -34.8% |
| 1Y | -46.3% | -22.9% | -23.5% | -46.6% |
| 3Y | -78.3% | +138.4% | -216.6% | -69.8% |
| All | -95.7% | -32.8% | -62.9% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling