+206.4%
HD vs VRSK
+126.1%
+80.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -3.8% | -5.2% | +1.3% | -1.5% |
| 30D | -9.4% | -2.3% | -7.1% | -8.7% |
| 3M | -4.6% | -2.9% | -1.7% | -4.2% |
| 6M | -10.1% | -12.8% | +2.7% | -5.7% |
| YTD | -8.3% | -20.8% | +12.5% | +0.2% |
| 1Y | -25.0% | -33.2% | +8.2% | -10.5% |
| 3Y | +1.5% | -26.6% | +28.1% | +10.7% |
| 5Y | +5.6% | -11.3% | +16.9% | -0.2% |
| All | +206.4% | +126.1% | +80.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling