-22.7%
HUBS vs CRBG
+117.3%
-140.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -9.0% | +0.6% | -9.6% | -9.2% |
| 30D | +7.2% | +2.6% | +4.6% | +6.1% |
| 3M | +20.9% | +24.0% | -3.1% | +10.3% |
| 6M | -13.0% | +50.5% | -63.5% | -27.2% |
| YTD | -43.8% | +17.1% | -61.0% | -48.0% |
| 1Y | -54.6% | +5.9% | -60.5% | -56.4% |
| 3Y | -58.5% | +122.7% | -181.2% | -70.0% |
| All | -22.7% | +117.3% | -140.0% | -40.4% |
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