-95.7%
VXX vs HDB
-34.5%
-61.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.9% | -11.2% | +1.1% |
| 7D | +2.0% | +0.7% | +1.3% | +2.9% |
| 30D | -7.1% | +1.0% | -8.1% | -6.1% |
| 3M | -28.6% | -2.0% | -26.7% | -29.0% |
| 6M | -44.0% | -18.1% | -25.9% | -50.5% |
| YTD | -31.7% | -36.1% | +4.4% | -50.2% |
| 1Y | -46.3% | -34.0% | -12.3% | -59.7% |
| 3Y | -78.3% | -26.7% | -51.6% | -80.6% |
| All | -95.7% | -34.5% | -61.1% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling