-98.9%
VXX vs HDB
-10.9%
-88.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +2.3% |
| 7D | +7.2% | -6.2% | +13.3% | +1.9% |
| 30D | -5.8% | -6.2% | +0.4% | -10.6% |
| 3M | -29.0% | -5.9% | -23.2% | -31.8% |
| 6M | -44.0% | -25.9% | -18.1% | -54.7% |
| YTD | -28.7% | -40.2% | +11.6% | -51.1% |
| 1Y | -45.2% | -38.0% | -7.2% | -61.0% |
| 3Y | -77.8% | -30.5% | -47.3% | -81.2% |
| 5Y | -95.6% | -38.1% | -57.5% | -96.2% |
| All | -98.9% | -10.9% | -88.1% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling