-96.1%
VXX vs HTZ
-90.7%
-5.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.4% |
| 7D | +2.0% | -11.3% | +13.3% | -0.3% |
| 30D | -7.1% | -27.1% | +20.0% | -12.1% |
| 3M | -28.6% | -59.5% | +30.9% | -37.8% |
| 6M | -44.0% | -50.5% | +6.5% | -47.9% |
| YTD | -31.7% | -60.3% | +28.6% | -38.6% |
| 1Y | -46.3% | -67.1% | +20.8% | -53.1% |
| 3Y | -78.3% | -87.4% | +9.2% | -84.1% |
| 5Y | -95.8% | -87.2% | -8.6% | -96.4% |
| All | -96.1% | -90.7% | -5.4% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling