-99.0%
VXX vs HAS
+29.1%
-128.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.0% |
| 7D | +2.0% | -1.1% | +3.0% | +1.1% |
| 30D | -7.1% | -2.8% | -4.3% | -9.2% |
| 3M | -28.6% | +10.1% | -38.7% | -21.9% |
| 6M | -44.0% | -1.4% | -42.6% | -43.3% |
| YTD | -31.7% | +14.2% | -45.9% | -20.3% |
| 1Y | -46.3% | +18.2% | -64.5% | -34.4% |
| 3Y | -78.3% | +48.6% | -126.9% | -62.1% |
| 5Y | -95.8% | +14.2% | -110.0% | -93.7% |
| All | -99.0% | +29.1% | -128.1% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling