+43.2%
HAS vs CRBG
+117.3%
-74.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -2.8% | +2.6% | -5.4% | -3.6% |
| 3M | +10.1% | +24.0% | -13.9% | +3.1% |
| 6M | -1.4% | +50.5% | -51.9% | -13.4% |
| YTD | +14.2% | +17.1% | -3.0% | +7.8% |
| 1Y | +18.2% | +5.9% | +12.3% | +14.8% |
| 3Y | +48.6% | +122.7% | -74.1% | +10.5% |
| All | +43.2% | +117.3% | -74.1% | +7.6% |
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