-34.0%
VXX vs HBM
+35.9%
-69.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -7.4% | +37.5% | +26.9% |
| 7D | +27.5% | -11.9% | +39.4% | +22.6% |
| 30D | +32.5% | -23.6% | +56.2% | +21.8% |
| 3M | +8.2% | -20.5% | +28.8% | +1.9% |
| 6M | -22.7% | -7.9% | -14.8% | -20.6% |
| YTD | -16.1% | +3.8% | -19.9% | -3.0% |
| 1Y | -34.0% | +31.7% | -65.7% | -3.9% |
| All | -34.0% | +35.9% | -69.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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