-11.3%
VRSK vs HDB
-38.7%
+27.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -7.7% | -6.2% | -1.5% | -6.8% |
| 30D | -2.8% | -6.2% | +3.4% | -1.8% |
| 3M | -3.7% | -5.9% | +2.2% | -3.1% |
| 6M | -12.8% | -25.9% | +13.1% | -8.6% |
| YTD | -21.0% | -40.2% | +19.3% | -13.8% |
| 1Y | -32.5% | -38.0% | +5.5% | -26.9% |
| 3Y | -26.5% | -30.5% | +4.0% | -23.2% |
| All | -11.3% | -38.7% | +27.5% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling