-2.4%
HWM vs CRBG
+13.0%
-15.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.4% | -4.4% |
| 7D | -2.4% | -3.0% | +0.5% | -1.6% |
| 30D | -13.3% | -2.6% | -10.6% | -12.5% |
| 3M | -31.0% | +2.7% | -33.7% | -31.3% |
| 6M | -17.1% | +22.2% | -39.4% | -20.4% |
| YTD | -1.9% | +16.5% | -18.4% | -6.9% |
| 1Y | -2.4% | +16.9% | -19.4% | -7.4% |
| All | -2.4% | +13.0% | -15.4% | -7.4% |
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 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