-99.0%
VXX vs HUBB
+297.6%
-396.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.2% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -7.1% | -10.0% | +2.9% | -17.7% |
| 3M | -28.6% | -1.6% | -27.0% | -28.7% |
| 6M | -44.0% | -3.1% | -40.9% | -43.8% |
| YTD | -31.7% | +4.6% | -36.3% | -23.0% |
| 1Y | -46.3% | +3.3% | -49.7% | -39.0% |
| 3Y | -78.3% | +46.6% | -124.8% | -50.7% |
| 5Y | -95.8% | +158.7% | -254.5% | -77.1% |
| All | -99.0% | +297.6% | -396.6% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling