-95.7%
VXX vs HAS
+13.9%
-109.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.2% |
| 7D | +2.0% | -1.1% | +3.0% | +1.3% |
| 30D | -7.1% | -2.8% | -4.3% | -8.9% |
| 3M | -28.6% | +10.1% | -38.7% | -22.9% |
| 6M | -44.0% | -1.4% | -42.6% | -43.2% |
| YTD | -31.7% | +14.2% | -45.9% | -21.8% |
| 1Y | -46.3% | +18.2% | -64.5% | -36.0% |
| 3Y | -78.3% | +48.6% | -126.9% | -65.2% |
| All | -95.7% | +13.9% | -109.6% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling