-11.1%
VRSK vs HIG
+116.1%
-127.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | -2.3% | -0.4% | -2.0% | -2.2% |
| 3M | -2.9% | +6.7% | -9.6% | -5.0% |
| 6M | -12.8% | +2.0% | -14.8% | -13.5% |
| YTD | -20.8% | +0.3% | -21.1% | -21.2% |
| 1Y | -33.2% | +4.2% | -37.4% | -34.5% |
| 3Y | -26.6% | +102.2% | -128.8% | -42.5% |
| All | -11.1% | +116.1% | -127.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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