+425.8%
HPE vs CRBG
+117.3%
+308.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +11.7% |
| 7D | +19.4% | +0.6% | +18.8% | +19.0% |
| 30D | +5.6% | +2.6% | +3.0% | +4.2% |
| 3M | +33.1% | +24.0% | +9.1% | +18.7% |
| 6M | +192.5% | +50.5% | +141.9% | +135.2% |
| YTD | +160.9% | +17.1% | +143.8% | +138.2% |
| 1Y | +155.0% | +5.9% | +149.1% | +144.5% |
| 3Y | +289.4% | +122.7% | +166.7% | +169.7% |
| All | +425.8% | +117.3% | +308.5% | +264.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling