-76.2%
VXX vs HTZ
-82.4%
+6.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +1.9% |
| 7D | -14.7% | -8.5% | -6.1% | -15.6% |
| 30D | +8.9% | -18.9% | +27.8% | +7.0% |
| 3M | -4.5% | -36.0% | +31.5% | -8.4% |
| 6M | -34.0% | -74.6% | +40.6% | -42.2% |
| YTD | -29.2% | -70.8% | +41.6% | -35.4% |
| 1Y | -46.8% | -75.3% | +28.5% | -52.2% |
| 3Y | -76.2% | -81.6% | +5.3% | -77.6% |
| All | -76.2% | -82.4% | +6.1% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling