+3.9%
CRBG vs HRB
-5.9%
+9.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.6% |
| 7D | +4.9% | -9.1% | +14.0% | +5.7% |
| 30D | +0.2% | +0.3% | 0.0% | +0.3% |
| 3M | +25.5% | +23.4% | +2.1% | +23.4% |
| 6M | +35.7% | +45.1% | -9.4% | +32.4% |
| YTD | +14.0% | +8.9% | +5.1% | +16.6% |
| 1Y | +3.9% | -7.9% | +11.8% | +7.9% |
| All | +3.9% | -5.9% | +9.8% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling