+37.0%
HPQ vs CRBG
+122.1%
-85.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.4% | +7.0% | +7.9% |
| 7D | +9.8% | +0.6% | +9.2% | +9.6% |
| 30D | +22.4% | +2.6% | +19.7% | +21.3% |
| 3M | +45.2% | +24.0% | +21.2% | +34.8% |
| 6M | +96.4% | +50.5% | +45.9% | +69.2% |
| YTD | +65.4% | +17.1% | +48.3% | +56.1% |
| 1Y | +31.6% | +5.9% | +25.7% | +28.6% |
| 3Y | +37.0% | +122.7% | -85.7% | +16.0% |
| All | +37.0% | +122.1% | -85.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling