+124.0%
VRSK vs HDB
+42.1%
+81.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | -1.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.6% |
| 3M | -2.9% | -2.0% | -0.9% | -2.9% |
| 6M | -12.8% | -18.1% | +5.3% | -9.5% |
| YTD | -20.8% | -36.1% | +15.3% | -13.1% |
| 1Y | -33.2% | -34.0% | +0.8% | -27.3% |
| 3Y | -26.6% | -26.7% | +0.1% | -23.3% |
| 5Y | -11.3% | -33.9% | +22.6% | -6.5% |
| All | +124.0% | +42.1% | +81.9% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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