-95.7%
VXX vs HIG
+116.1%
-211.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.6% |
| 7D | +2.0% | -1.5% | +3.4% | +0.3% |
| 30D | -7.1% | -0.4% | -6.7% | -7.5% |
| 3M | -28.6% | +6.7% | -35.3% | -23.5% |
| 6M | -44.0% | +2.0% | -45.9% | -42.8% |
| YTD | -31.7% | +0.3% | -32.0% | -31.6% |
| 1Y | -46.3% | +4.2% | -50.5% | -43.4% |
| 3Y | -78.3% | +102.2% | -180.5% | -40.8% |
| All | -95.7% | +116.1% | -211.8% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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