-78.3%
VXX vs HUBB
+46.2%
-124.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.4% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -7.1% | -10.0% | +2.9% | -16.9% |
| 3M | -28.6% | -1.6% | -27.0% | -28.4% |
| 6M | -44.0% | -3.1% | -40.9% | -43.2% |
| YTD | -31.7% | +4.6% | -36.3% | -22.2% |
| 1Y | -46.3% | +3.3% | -49.7% | -38.4% |
| 3Y | -78.3% | +46.6% | -124.8% | -53.4% |
| All | -78.3% | +46.2% | -124.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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