-49.9%
VXX vs HDB
-34.6%
-15.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.2% |
| 30D | -13.6% | -2.8% | -10.8% | -15.4% |
| 3M | -24.6% | -3.5% | -21.1% | -24.6% |
| 6M | -39.9% | -24.7% | -15.2% | -48.6% |
| YTD | -33.1% | -36.6% | +3.5% | -46.5% |
| 1Y | -49.9% | -34.4% | -15.5% | -58.1% |
| All | -49.9% | -34.6% | -15.3% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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