-26.7%
HDB vs CRBG
+122.1%
-148.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.4% | +5.4% | +6.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +1.0% | +2.6% | -1.6% | +0.5% |
| 3M | -2.0% | +24.0% | -26.0% | -5.6% |
| 6M | -18.1% | +50.5% | -68.6% | -23.4% |
| YTD | -36.1% | +17.1% | -53.3% | -38.5% |
| 1Y | -34.0% | +5.9% | -39.9% | -35.8% |
| 3Y | -26.7% | +122.7% | -149.4% | -32.5% |
| All | -26.7% | +122.1% | -148.8% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling