+308.1%
HUBS vs VRSK
+126.1%
+182.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -9.0% | -5.2% | -3.8% | -4.9% |
| 30D | +7.2% | -2.3% | +9.6% | +10.0% |
| 3M | +20.9% | -2.9% | +23.8% | +25.0% |
| 6M | -13.0% | -12.8% | -0.2% | -1.1% |
| YTD | -43.8% | -20.8% | -23.0% | -30.8% |
| 1Y | -54.6% | -33.2% | -21.4% | -36.6% |
| 3Y | -58.5% | -26.6% | -31.9% | -49.8% |
| 5Y | -66.4% | -11.3% | -55.1% | -65.5% |
| All | +308.1% | +126.1% | +182.1% | +112.4% |
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