-51.1%
VXX vs HSY
+10.7%
-61.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.2% | -13.8% | -10.3% |
| 7D | -4.1% | +6.6% | -10.7% | -5.3% |
| 30D | -0.8% | +8.4% | -9.2% | -2.1% |
| 3M | -19.8% | -1.8% | -18.0% | -20.0% |
| 6M | -40.5% | -2.6% | -37.9% | -40.7% |
| YTD | -35.5% | -2.0% | -33.6% | -38.8% |
| 1Y | -51.1% | +8.3% | -59.4% | -52.8% |
| All | -51.1% | +10.7% | -61.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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