-97.5%
VXX vs ALHC
-33.0%
-64.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.2% | +2.8% |
| 7D | +7.2% | -5.8% | +12.9% | +6.2% |
| 30D | -5.8% | -3.3% | -2.5% | -6.3% |
| 3M | -29.0% | -37.9% | +8.9% | -33.7% |
| 6M | -44.0% | -29.5% | -14.5% | -45.8% |
| YTD | -28.7% | -35.4% | +6.7% | -31.6% |
| 1Y | -45.2% | -22.4% | -22.7% | -45.4% |
| 3Y | -77.8% | +146.3% | -224.2% | -69.8% |
| 5Y | -95.6% | -32.0% | -63.7% | -94.6% |
| All | -97.5% | -33.0% | -64.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling