+401.8%
HL vs CRBG
+117.3%
+284.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -4.4% | +0.6% | -4.9% | -4.5% |
| 30D | +9.3% | +2.6% | +6.7% | +8.4% |
| 3M | +32.0% | +24.0% | +8.0% | +24.6% |
| 6M | -6.4% | +50.5% | -56.9% | -16.5% |
| YTD | +3.1% | +17.1% | -14.0% | -1.9% |
| 1Y | +77.6% | +5.9% | +71.7% | +72.7% |
| 3Y | +392.8% | +122.7% | +270.1% | +264.6% |
| All | +401.8% | +117.3% | +284.5% | +296.3% |
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