+115.6%
CRBG vs HBM
+551.1%
-435.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.6% | -3.3% | +3.9% | +1.0% |
| 30D | +2.6% | -4.8% | +7.5% | +3.1% |
| 3M | +24.0% | -0.4% | +24.4% | +23.0% |
| 6M | +50.5% | +17.9% | +32.6% | +42.5% |
| YTD | +17.1% | +33.7% | -16.6% | +6.8% |
| 1Y | +5.9% | +95.6% | -89.7% | -11.9% |
| 3Y | +122.7% | +458.1% | -335.4% | +41.3% |
| All | +115.6% | +551.1% | -435.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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