+256.9%
HL vs VRSK
+126.1%
+130.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.4% | -5.2% | +0.8% | -3.0% |
| 30D | +9.3% | -2.3% | +11.6% | +9.8% |
| 3M | +32.0% | -2.9% | +34.9% | +31.1% |
| 6M | -6.4% | -12.8% | +6.4% | -4.4% |
| YTD | +3.1% | -20.8% | +24.0% | +8.4% |
| 1Y | +77.6% | -33.2% | +110.8% | +99.2% |
| 3Y | +392.8% | -26.6% | +419.4% | +412.4% |
| 5Y | +234.1% | -11.3% | +245.4% | +207.3% |
| All | +256.9% | +126.1% | +130.8% | +129.4% |
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