-0.2%
VRSK vs HBM
+35.9%
-36.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -7.4% | +14.3% | +5.4% |
| 7D | +10.9% | -11.9% | +22.8% | +8.3% |
| 30D | +28.0% | -23.6% | +51.6% | +22.3% |
| 3M | +12.3% | -20.5% | +32.9% | +8.6% |
| 6M | +17.8% | -7.9% | +25.7% | +18.5% |
| YTD | -4.7% | +3.8% | -8.5% | -1.1% |
| 1Y | -0.2% | +31.7% | -31.9% | +6.2% |
| All | -0.2% | +35.9% | -36.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling