-11.1%
VRSK vs HBM
+327.6%
-338.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -5.2% | -3.3% | -1.9% | -5.2% |
| 30D | -2.3% | -4.8% | +2.5% | -2.3% |
| 3M | -2.9% | -0.4% | -2.5% | -2.8% |
| 6M | -12.8% | +17.9% | -30.7% | -13.2% |
| YTD | -20.8% | +33.7% | -54.5% | -21.8% |
| 1Y | -33.2% | +95.6% | -128.8% | -35.4% |
| 3Y | -26.6% | +458.1% | -484.7% | -35.4% |
| All | -11.1% | +327.6% | -338.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling