-99.0%
VXX vs HRB
+135.0%
-234.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.0% |
| 7D | +2.0% | -8.0% | +10.0% | -2.2% |
| 30D | -7.1% | -16.0% | +8.9% | -14.8% |
| 3M | -28.6% | +26.9% | -55.5% | -18.2% |
| 6M | -44.0% | +51.1% | -95.1% | -28.6% |
| YTD | -31.7% | +7.1% | -38.8% | -29.1% |
| 1Y | -46.3% | -9.6% | -36.7% | -50.0% |
| 3Y | -78.3% | +25.4% | -103.7% | -73.0% |
| 5Y | -95.8% | +114.9% | -210.7% | -91.8% |
| All | -99.0% | +135.0% | -234.0% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling