+152.4%
HPQ vs VRSK
+585.1%
-432.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +3.5% | -7.7% | +11.2% | +7.0% |
| 30D | +13.7% | -2.8% | +16.5% | +14.9% |
| 3M | +33.9% | -3.7% | +37.6% | +35.4% |
| 6M | +80.9% | -12.8% | +93.7% | +89.6% |
| YTD | +52.6% | -21.0% | +73.5% | +65.9% |
| 1Y | +21.2% | -32.5% | +53.7% | +40.4% |
| 3Y | +26.9% | -26.5% | +53.4% | +37.3% |
| 5Y | +41.1% | -11.5% | +52.6% | +36.9% |
| 10Y | +229.6% | +125.7% | +103.9% | +110.8% |
| All | +152.4% | +585.1% | -432.7% | +8.9% |
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