+19.4%
HL vs CRBG
+13.0%
+6.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +1.3% |
| 30D | -15.5% | -2.6% | -12.9% | -14.5% |
| 3M | -12.6% | +2.7% | -15.3% | -13.5% |
| 6M | -15.2% | +22.2% | -37.4% | -20.4% |
| YTD | -24.7% | +16.5% | -41.2% | -26.8% |
| 1Y | +19.4% | +16.9% | +2.5% | +14.8% |
| All | +19.4% | +13.0% | +6.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling