+579.5%
VRSK vs HRB
+361.7%
+217.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -7.7% | -12.2% | +4.4% | -5.3% |
| 30D | -2.8% | -3.0% | +0.1% | -2.5% |
| 3M | -3.7% | +21.7% | -25.4% | -7.6% |
| 6M | -12.8% | +52.3% | -65.1% | -20.2% |
| YTD | -21.0% | +6.5% | -27.5% | -22.8% |
| 1Y | -32.5% | -6.7% | -25.8% | -32.5% |
| 3Y | -26.5% | +25.1% | -51.6% | -31.2% |
| 5Y | -11.5% | +113.8% | -125.3% | -25.9% |
| 10Y | +125.7% | +204.8% | -79.1% | +67.9% |
| All | +579.5% | +361.7% | +217.9% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling