-45.2%
VXX vs HTZ
-66.5%
+21.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.1% |
| 7D | +7.2% | -9.7% | +16.8% | +6.3% |
| 30D | -5.8% | -16.3% | +10.5% | -6.8% |
| 3M | -29.0% | -58.8% | +29.8% | -32.5% |
| 6M | -44.0% | -48.9% | +4.9% | -44.8% |
| YTD | -28.7% | -60.1% | +31.4% | -31.0% |
| 1Y | -45.2% | -65.0% | +19.8% | -46.2% |
| All | -45.2% | -66.5% | +21.3% | -46.2% |
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