+115.6%
CRBG vs HRB
+14.9%
+100.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.6% | -8.0% | +8.6% | +2.0% |
| 30D | +2.6% | -16.0% | +18.6% | +5.6% |
| 3M | +24.0% | +26.9% | -2.9% | +18.2% |
| 6M | +50.5% | +51.1% | -0.6% | +37.5% |
| YTD | +17.1% | +7.1% | +10.1% | +16.0% |
| 1Y | +5.9% | -9.6% | +15.5% | +9.1% |
| 3Y | +122.7% | +25.4% | +97.3% | +103.1% |
| All | +115.6% | +14.9% | +100.7% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling