-49.9%
VXX vs HRB
+1.1%
-51.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -3.4% |
| 30D | -13.6% | +7.9% | -21.5% | -13.9% |
| 3M | -24.6% | +32.1% | -56.7% | -25.1% |
| 6M | -39.9% | +62.2% | -102.1% | -39.3% |
| YTD | -33.1% | +16.4% | -49.5% | -35.4% |
| 1Y | -49.9% | -0.3% | -49.6% | -50.5% |
| All | -49.9% | +1.1% | -51.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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