-12.2%
HSY vs CRBG
+117.3%
-129.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -5.2% | +2.6% | -7.8% | -5.2% |
| 3M | -3.4% | +24.0% | -27.4% | -3.6% |
| 6M | -19.2% | +50.5% | -69.7% | -19.6% |
| YTD | -2.6% | +17.1% | -19.8% | -2.7% |
| 1Y | -3.8% | +5.9% | -9.7% | -3.6% |
| 3Y | -10.6% | +122.7% | -133.4% | -14.8% |
| All | -12.2% | +117.3% | -129.5% | -15.7% |
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