+24.1%
HD vs CRBG
+117.3%
-93.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | -9.4% | +2.6% | -12.1% | -10.0% |
| 3M | -4.6% | +24.0% | -28.6% | -9.4% |
| 6M | -10.1% | +50.5% | -60.6% | -18.6% |
| YTD | -8.3% | +17.1% | -25.5% | -12.5% |
| 1Y | -25.0% | +5.9% | -30.9% | -27.0% |
| 3Y | +1.5% | +122.7% | -121.2% | -21.0% |
| All | +24.1% | +117.3% | -93.2% | +0.8% |
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