-30.6%
VRSK vs XHB
-9.3%
-21.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -3.1% | -1.3% | -1.8% | -3.1% |
| 30D | -1.6% | -6.9% | +5.3% | -1.7% |
| 3M | +3.5% | -1.3% | +4.8% | +3.7% |
| 6M | -13.4% | -6.8% | -6.6% | -12.7% |
| YTD | -16.5% | +0.7% | -17.2% | -18.4% |
| 1Y | -30.6% | -11.2% | -19.3% | -28.1% |
| All | -30.6% | -9.3% | -21.3% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling