+392.8%
HL vs VRSK
-26.5%
+419.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -5.2% | +0.8% | -5.4% |
| 30D | +9.3% | -2.3% | +11.6% | +8.8% |
| 3M | +32.0% | -2.9% | +34.9% | +31.3% |
| 6M | -6.4% | -12.8% | +6.4% | -6.8% |
| YTD | +3.1% | -20.8% | +24.0% | +2.3% |
| 1Y | +77.6% | -33.2% | +110.8% | +77.5% |
| 3Y | +392.8% | -26.6% | +419.4% | +398.5% |
| All | +392.8% | -26.5% | +419.3% | +398.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling