-95.7%
VXX vs HUBB
+157.3%
-253.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.5% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -7.1% | -10.0% | +2.9% | -16.2% |
| 3M | -28.6% | -1.6% | -27.0% | -28.4% |
| 6M | -44.0% | -3.1% | -40.9% | -43.4% |
| YTD | -31.7% | +4.6% | -36.3% | -23.4% |
| 1Y | -46.3% | +3.3% | -49.7% | -39.3% |
| 3Y | -78.3% | +46.6% | -124.8% | -55.8% |
| All | -95.7% | +157.3% | -253.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling