+383.9%
HWM vs VRSK
-26.5%
+410.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | -5.2% | -6.3% | -11.2% |
| 30D | -18.5% | -2.3% | -16.2% | -18.3% |
| 3M | -13.2% | -2.9% | -10.3% | -13.3% |
| 6M | -8.7% | -12.8% | +4.1% | -7.3% |
| YTD | +12.2% | -20.8% | +33.0% | +15.3% |
| 1Y | +24.9% | -33.2% | +58.1% | +34.0% |
| 3Y | +383.9% | -26.6% | +410.5% | +385.4% |
| All | +383.9% | -26.5% | +410.4% | +385.4% |
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