+340.9%
HL vs VRSK
+585.1%
-244.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -5.6% | -7.7% | +2.1% | -3.4% |
| 30D | +12.7% | -2.8% | +15.6% | +13.5% |
| 3M | +42.5% | -3.7% | +46.2% | +42.1% |
| 6M | -9.0% | -12.8% | +3.8% | -7.2% |
| YTD | +4.4% | -21.0% | +25.4% | +9.5% |
| 1Y | +82.7% | -32.5% | +115.1% | +102.0% |
| 3Y | +406.3% | -26.5% | +432.8% | +427.5% |
| 5Y | +238.2% | -11.5% | +249.7% | +219.5% |
| 10Y | +268.9% | +125.7% | +143.2% | +143.3% |
| All | +340.9% | +585.1% | -244.2% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling