+114.2%
HIG vs CRL
-37.1%
+151.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.5% | -3.5% | +2.1% | -1.1% |
| 30D | -0.4% | -2.1% | +1.8% | -0.2% |
| 3M | +6.7% | +48.0% | -41.3% | +1.9% |
| 6M | +2.0% | +64.7% | -62.8% | -4.2% |
| YTD | +0.3% | +39.5% | -39.2% | -4.1% |
| 1Y | +4.2% | +74.2% | -70.0% | -3.6% |
| 3Y | +102.2% | +39.4% | +62.9% | +87.4% |
| All | +114.2% | -37.1% | +151.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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