+579.5%
VRSK vs HIG
+582.8%
-3.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -7.7% | -2.3% | -5.4% | -7.2% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -3.7% | +6.3% | -10.0% | -5.1% |
| 6M | -12.8% | +0.6% | -13.4% | -13.0% |
| YTD | -21.0% | +0.6% | -21.6% | -21.3% |
| 1Y | -32.5% | +6.1% | -38.6% | -33.6% |
| 3Y | -26.5% | +102.0% | -128.5% | -38.7% |
| 5Y | -11.5% | +119.2% | -130.7% | -28.2% |
| 10Y | +125.7% | +312.5% | -186.8% | +50.7% |
| All | +579.5% | +582.8% | -3.3% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling