-99.0%
VXX vs HBM
+184.1%
-283.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.5% |
| 7D | +2.0% | -3.3% | +5.3% | +0.4% |
| 30D | -7.1% | -4.8% | -2.3% | -8.8% |
| 3M | -28.6% | -0.4% | -28.2% | -26.6% |
| 6M | -44.0% | +17.9% | -61.9% | -33.8% |
| YTD | -31.7% | +33.7% | -65.4% | -12.2% |
| 1Y | -46.3% | +95.6% | -141.9% | -12.7% |
| 3Y | -78.3% | +458.1% | -536.4% | -21.9% |
| 5Y | -95.8% | +329.0% | -424.8% | -83.8% |
| All | -99.0% | +184.1% | -283.1% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling