+21.3%
HPQ vs VRSK
-8.8%
+30.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.4% | +5.8% |
| 7D | -7.8% | +4.2% | -12.0% | -8.6% |
| 30D | -4.9% | +21.2% | -26.1% | -8.6% |
| 3M | +4.9% | +2.9% | +2.0% | +4.0% |
| 6M | +47.1% | +11.3% | +35.7% | +44.3% |
| YTD | +39.5% | -10.8% | +50.4% | +36.7% |
| 1Y | +21.3% | -9.2% | +30.4% | +20.2% |
| All | +21.3% | -8.8% | +30.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling