-51.1%
VXX vs HTZ
-60.6%
+9.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.2% | -18.8% | -8.3% |
| 7D | -4.1% | +18.9% | -23.1% | -1.5% |
| 30D | -0.8% | +26.3% | -27.1% | +3.2% |
| 3M | -19.8% | +49.7% | -69.5% | -13.2% |
| 6M | -40.5% | -61.1% | +20.6% | -47.6% |
| YTD | -35.5% | -56.0% | +20.5% | -37.3% |
| 1Y | -51.1% | -66.4% | +15.3% | -57.1% |
| All | -51.1% | -60.6% | +9.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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