+342.3%
HIG vs CRL
+1,339.8%
-997.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.0% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -4.9% | +5.0% | -9.9% | -6.7% |
| 3M | +6.8% | +50.6% | -43.8% | -8.7% |
| 6M | -1.7% | +60.9% | -62.6% | -19.5% |
| YTD | -0.2% | +40.7% | -41.0% | -15.1% |
| 1Y | +5.7% | +73.3% | -67.6% | -17.7% |
| 3Y | +100.3% | +40.6% | +59.7% | +53.8% |
| 5Y | +118.5% | -37.0% | +155.5% | +121.1% |
| 10Y | +309.7% | +244.3% | +65.4% | +80.3% |
| All | +342.3% | +1,339.8% | -997.5% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling