-95.6%
VXX vs HTZ
-87.0%
-8.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.0% |
| 7D | +7.2% | -9.7% | +16.8% | +5.2% |
| 30D | -5.8% | -16.3% | +10.5% | -8.2% |
| 3M | -29.0% | -58.8% | +29.8% | -37.8% |
| 6M | -44.0% | -48.9% | +4.9% | -47.4% |
| YTD | -28.7% | -60.1% | +31.4% | -35.7% |
| 1Y | -45.2% | -65.0% | +19.8% | -51.2% |
| 3Y | -77.8% | -87.2% | +9.4% | -83.9% |
| 5Y | -95.6% | -87.1% | -8.5% | -96.4% |
| All | -95.6% | -87.0% | -8.6% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling