+37.0%
HPQ vs VRSK
-26.5%
+63.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -5.2% | +14.9% | +10.8% |
| 30D | +22.4% | -2.3% | +24.7% | +22.8% |
| 3M | +45.2% | -2.9% | +48.1% | +46.3% |
| 6M | +96.4% | -12.8% | +109.2% | +98.8% |
| YTD | +65.4% | -20.8% | +86.2% | +69.4% |
| 1Y | +31.6% | -33.2% | +64.8% | +37.2% |
| 3Y | +37.0% | -26.6% | +63.6% | +38.4% |
| All | +37.0% | -26.5% | +63.5% | +38.4% |
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 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