-77.3%
VXX vs HAS
+45.4%
-122.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +4.1% |
| 7D | +7.2% | -3.1% | +10.2% | +4.8% |
| 30D | -5.8% | -6.4% | +0.6% | -10.3% |
| 3M | -29.0% | +10.4% | -39.4% | -22.9% |
| 6M | -44.0% | -3.7% | -40.3% | -44.2% |
| YTD | -28.7% | +12.5% | -41.1% | -18.6% |
| 1Y | -45.2% | +19.8% | -65.0% | -33.1% |
| All | -77.3% | +45.4% | -122.7% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling