-11.1%
VRSK vs HUBB
+157.3%
-168.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -2.3% | -10.0% | +7.6% | -1.3% |
| 3M | -2.9% | -1.6% | -1.3% | -3.4% |
| 6M | -12.8% | -3.1% | -9.7% | -13.4% |
| YTD | -20.8% | +4.6% | -25.4% | -22.5% |
| 1Y | -33.2% | +3.3% | -36.6% | -34.7% |
| 3Y | -26.6% | +46.6% | -73.2% | -36.5% |
| All | -11.1% | +157.3% | -168.4% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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