+89.6%
HPE vs CRBG
+13.0%
+76.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -5.5% | -6.3% | -9.1% |
| 7D | -25.0% | -3.0% | -22.0% | -23.6% |
| 30D | -37.3% | -2.6% | -34.7% | -36.4% |
| 3M | -16.8% | +2.7% | -19.5% | -17.8% |
| 6M | +47.8% | +22.2% | +25.6% | +33.1% |
| YTD | +86.0% | +16.5% | +69.5% | +77.1% |
| 1Y | +89.6% | +16.9% | +72.7% | +78.5% |
| All | +89.6% | +13.0% | +76.6% | +78.5% |
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 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