+563.1%
HPE vs VRSK
+126.1%
+437.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.4% |
| 7D | +19.4% | -5.2% | +24.6% | +20.9% |
| 30D | +5.6% | -2.3% | +7.9% | +6.0% |
| 3M | +33.1% | -2.9% | +36.0% | +31.9% |
| 6M | +192.5% | -12.8% | +205.3% | +198.1% |
| YTD | +160.9% | -20.8% | +181.7% | +174.3% |
| 1Y | +155.0% | -33.2% | +188.2% | +185.4% |
| 3Y | +289.4% | -26.6% | +316.0% | +305.0% |
| 5Y | +395.7% | -11.3% | +407.0% | +358.3% |
| All | +563.1% | +126.1% | +437.0% | +284.8% |
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 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