+123.5%
VRSK vs HAS
+59.3%
+64.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -7.7% | -3.1% | -4.7% | -7.2% |
| 30D | -2.8% | -6.4% | +3.6% | -1.6% |
| 3M | -3.7% | +10.4% | -14.1% | -5.8% |
| 6M | -12.8% | -3.7% | -9.1% | -12.7% |
| YTD | -21.0% | +12.5% | -33.4% | -23.8% |
| 1Y | -32.5% | +19.8% | -52.3% | -35.9% |
| 3Y | -26.5% | +46.0% | -72.5% | -34.8% |
| 5Y | -11.5% | +12.5% | -24.0% | -17.3% |
| All | +123.5% | +59.3% | +64.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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