-96.2%
VXX vs HTZ
-89.5%
-6.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.8% |
| 7D | -3.5% | +7.5% | -11.0% | -2.1% |
| 30D | -13.6% | +47.4% | -61.0% | -5.2% |
| 3M | -24.6% | -54.9% | +30.3% | -32.9% |
| 6M | -39.9% | -47.0% | +7.1% | -43.3% |
| YTD | -33.1% | -55.3% | +22.2% | -38.4% |
| 1Y | -49.9% | -57.6% | +7.7% | -53.7% |
| 3Y | -79.1% | -86.6% | +7.5% | -84.7% |
| 5Y | -95.6% | -86.1% | -9.4% | -96.1% |
| All | -96.2% | -89.5% | -6.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling