+38.4%
HAL vs CRBG
+117.3%
-78.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | +8.2% | +2.6% | +5.5% | +6.9% |
| 3M | -9.4% | +24.0% | -33.4% | -17.3% |
| 6M | +0.6% | +50.5% | -49.9% | -16.5% |
| YTD | +28.6% | +17.1% | +11.4% | +18.6% |
| 1Y | +63.9% | +5.9% | +58.0% | +58.0% |
| 3Y | -7.1% | +122.7% | -129.9% | -41.6% |
| All | +38.4% | +117.3% | -78.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling