+591.5%
HWM vs CRBG
+117.3%
+474.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -11.4% | +0.6% | -12.0% | -11.6% |
| 30D | -18.5% | +2.6% | -21.1% | -19.3% |
| 3M | -13.2% | +24.0% | -37.2% | -20.7% |
| 6M | -8.7% | +50.5% | -59.2% | -23.6% |
| YTD | +12.2% | +17.1% | -5.0% | +3.4% |
| 1Y | +24.9% | +5.9% | +19.0% | +19.9% |
| 3Y | +383.9% | +122.7% | +261.2% | +241.4% |
| All | +591.5% | +117.3% | +474.2% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling