-26.6%
VRSK vs BHP
+71.6%
-98.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -3.6% | -1.5% | -5.4% |
| 30D | -2.3% | -1.2% | -1.1% | -2.4% |
| 3M | -2.9% | +1.2% | -4.1% | -2.5% |
| 6M | -12.8% | +21.4% | -34.2% | -12.1% |
| YTD | -20.8% | +50.4% | -71.2% | -20.6% |
| 1Y | -33.2% | +67.5% | -100.7% | -33.6% |
| 3Y | -26.6% | +72.8% | -99.4% | -29.4% |
| All | -26.6% | +71.6% | -98.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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