+579.5%
VRSK vs HBM
+126.7%
+452.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -0.7% |
| 7D | -7.7% | -3.7% | -4.0% | -7.6% |
| 30D | -2.8% | -3.7% | +0.8% | -2.7% |
| 3M | -3.7% | +8.0% | -11.7% | -4.6% |
| 6M | -12.8% | +15.8% | -28.5% | -14.5% |
| YTD | -21.0% | +34.4% | -55.3% | -23.7% |
| 1Y | -32.5% | +98.2% | -130.6% | -36.9% |
| 3Y | -26.5% | +476.6% | -503.1% | -38.4% |
| 5Y | -11.5% | +331.1% | -342.6% | -25.8% |
| 10Y | +125.7% | +591.6% | -465.9% | +66.6% |
| All | +579.5% | +126.7% | +452.8% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling