-78.3%
VXX vs HSY
-9.3%
-68.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -7.1% | -5.2% | -1.9% | -7.5% |
| 3M | -28.6% | -3.4% | -25.2% | -28.9% |
| 6M | -44.0% | -19.2% | -24.8% | -45.4% |
| YTD | -31.7% | -2.6% | -29.1% | -31.8% |
| 1Y | -46.3% | -3.8% | -42.6% | -46.5% |
| 3Y | -78.3% | -10.6% | -67.6% | -79.6% |
| All | -78.3% | -9.3% | -68.9% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling