+251.3%
HST vs VRSK
+583.6%
-332.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +2.4% |
| 7D | +2.0% | -9.7% | +11.7% | +6.3% |
| 30D | -5.2% | -8.5% | +3.3% | -2.0% |
| 3M | -6.2% | -1.7% | -4.6% | -6.6% |
| 6M | +20.4% | -17.9% | +38.3% | +28.8% |
| YTD | +30.6% | -21.1% | +51.8% | +41.1% |
| 1Y | +37.4% | -35.1% | +72.5% | +61.7% |
| 3Y | +66.1% | -26.7% | +92.8% | +79.2% |
| 5Y | +73.7% | -12.0% | +85.7% | +67.2% |
| 10Y | +99.8% | +122.9% | -23.1% | +12.1% |
| All | +251.3% | +583.6% | -332.4% | -1.8% |
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 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