-78.0%
VXX vs HTZ
-87.2%
+9.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +1.0% |
| 7D | +1.6% | -10.4% | +11.9% | +0.2% |
| 30D | -9.5% | -2.4% | -7.1% | -9.1% |
| 3M | -27.3% | -60.9% | +33.6% | -33.9% |
| 6M | -43.3% | -50.2% | +6.9% | -45.7% |
| YTD | -30.9% | -59.7% | +28.9% | -35.3% |
| 1Y | -47.2% | -66.0% | +18.8% | -51.3% |
| All | -78.0% | -87.2% | +9.2% | -84.9% |
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