+39.8%
HAS vs CLBK
+64.7%
-25.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -4.8% | -1.5% | -3.4% | -4.3% |
| 30D | -5.1% | +6.7% | -11.8% | -7.4% |
| 3M | +6.4% | +21.2% | -14.8% | -1.0% |
| 6M | -5.6% | +42.0% | -47.6% | -17.2% |
| YTD | +11.0% | +63.3% | -52.3% | -7.7% |
| 1Y | +16.8% | +65.4% | -48.6% | -3.7% |
| 3Y | +44.0% | +52.5% | -8.4% | +18.5% |
| 5Y | +11.0% | +42.0% | -31.0% | -13.8% |
| All | +39.8% | +64.7% | -25.0% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling