-99.0%
VXX vs HAS
+25.5%
-124.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +0.5% |
| 7D | +1.6% | -4.8% | +6.4% | -2.6% |
| 30D | -9.5% | -5.1% | -4.3% | -13.4% |
| 3M | -27.3% | +6.4% | -33.7% | -22.6% |
| 6M | -43.3% | -5.6% | -37.7% | -44.7% |
| YTD | -30.9% | +11.0% | -41.8% | -21.2% |
| 1Y | -47.2% | +16.8% | -64.0% | -36.0% |
| 3Y | -78.5% | +44.0% | -122.5% | -63.6% |
| 5Y | -95.6% | +11.0% | -106.6% | -93.5% |
| All | -99.0% | +25.5% | -124.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling