+109.0%
HST vs VRSK
+126.1%
-17.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.9% | -5.2% | +6.0% | +2.7% |
| 30D | -2.5% | -2.3% | -0.1% | -1.9% |
| 3M | -5.1% | -2.9% | -2.2% | -5.0% |
| 6M | +21.6% | -12.8% | +34.4% | +26.1% |
| YTD | +31.6% | -20.8% | +52.4% | +41.0% |
| 1Y | +36.1% | -33.2% | +69.4% | +56.3% |
| 3Y | +66.5% | -26.6% | +93.0% | +78.0% |
| 5Y | +76.6% | -11.3% | +87.9% | +68.2% |
| All | +109.0% | +126.1% | -17.0% | +21.4% |
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 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