-51.1%
VXX vs HAS
+66.3%
-117.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -8.2% |
| 7D | -4.1% | +2.4% | -6.5% | -2.8% |
| 30D | -0.8% | +31.6% | -32.4% | +13.5% |
| 3M | -19.8% | +33.9% | -53.6% | -7.2% |
| 6M | -40.5% | +31.4% | -71.9% | -31.2% |
| YTD | -35.5% | +51.6% | -87.2% | -11.1% |
| 1Y | -51.1% | +65.2% | -116.3% | -21.8% |
| All | -51.1% | +66.3% | -117.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling