-25.0%
HD vs VRSK
-32.3%
+7.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | -5.2% | +1.3% | -3.4% |
| 30D | -9.4% | -2.3% | -7.1% | -9.3% |
| 3M | -4.6% | -2.9% | -1.7% | -4.3% |
| 6M | -10.1% | -12.8% | +2.7% | -9.0% |
| YTD | -8.3% | -20.8% | +12.5% | -5.7% |
| 1Y | -25.0% | -33.2% | +8.2% | -21.7% |
| All | -25.0% | -32.3% | +7.3% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling