+587.8%
VRSK vs HDB
+328.0%
+259.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.8% |
| 7D | -5.4% | -4.9% | -0.5% | -4.4% |
| 30D | -1.8% | -5.8% | +4.1% | -0.6% |
| 3M | -2.2% | -5.2% | +3.0% | -1.5% |
| 6M | -14.9% | -25.7% | +10.8% | -10.3% |
| YTD | -20.0% | -39.6% | +19.6% | -12.2% |
| 1Y | -33.1% | -36.9% | +3.8% | -27.3% |
| 3Y | -25.6% | -29.7% | +4.1% | -22.0% |
| 5Y | -10.1% | -37.8% | +27.6% | -4.5% |
| 10Y | +128.4% | +33.7% | +94.7% | +100.6% |
| All | +587.8% | +328.0% | +259.8% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling