-51.1%
VXX vs USHY
+1.9%
-53.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.3% | -3.6% |
| 7D | -4.1% | -0.2% | -3.9% | -5.2% |
| 30D | -0.8% | +0.7% | -1.5% | +6.2% |
| 3M | -19.8% | -2.2% | -17.6% | -35.2% |
| 6M | -40.5% | -0.9% | -39.6% | -43.9% |
| YTD | -35.5% | +0.2% | -35.7% | -30.1% |
| 1Y | -51.1% | +1.7% | -52.8% | -32.4% |
| All | -51.1% | +1.9% | -53.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling