+124.0%
VRSK vs HRB
+209.1%
-85.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.2% | -8.0% | +2.9% | -3.4% |
| 30D | -2.3% | -16.0% | +13.6% | +1.4% |
| 3M | -2.9% | +26.9% | -29.8% | -8.0% |
| 6M | -12.8% | +51.1% | -63.9% | -20.7% |
| YTD | -20.8% | +7.1% | -27.9% | -22.9% |
| 1Y | -33.2% | -9.6% | -23.6% | -32.8% |
| 3Y | -26.6% | +25.4% | -52.0% | -31.7% |
| 5Y | -11.3% | +114.9% | -126.2% | -26.9% |
| All | +124.0% | +209.1% | -85.2% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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