+4.5%
HD vs VRSK
-11.3%
+15.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -3.9% | -7.7% | +3.8% | -1.6% |
| 30D | -13.1% | -2.8% | -10.3% | -12.5% |
| 3M | -3.4% | -3.7% | +0.3% | -2.8% |
| 6M | -12.6% | -12.8% | +0.2% | -9.4% |
| YTD | -9.2% | -21.0% | +11.7% | -2.7% |
| 1Y | -23.9% | -32.5% | +8.5% | -13.2% |
| 3Y | +0.4% | -26.5% | +27.0% | +6.6% |
| 5Y | +4.5% | -11.5% | +16.0% | -2.2% |
| All | +4.5% | -11.3% | +15.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling