-25.4%
HAL vs CLBK
+61.7%
-87.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +2.6% | +2.5% | +0.2% | +1.2% |
| 30D | -0.1% | +3.7% | -3.8% | -2.3% |
| 3M | -1.1% | -3.3% | +2.1% | +0.5% |
| 6M | -20.7% | +29.6% | -50.4% | -33.1% |
| YTD | +17.5% | +60.3% | -42.7% | -14.3% |
| 1Y | +24.1% | +63.4% | -39.3% | -10.9% |
| 3Y | -8.4% | +53.8% | -62.2% | -36.3% |
| 5Y | +53.2% | +29.0% | +24.3% | +4.3% |
| All | -25.4% | +61.7% | -87.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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