+121.3%
HBM vs CLBK
+73.3%
+48.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.4% | +1.2% | -7.6% | -6.4% |
| 30D | +5.9% | +9.1% | -3.2% | +5.6% |
| 3M | -8.9% | +27.7% | -36.6% | -10.2% |
| 6M | +10.7% | +40.8% | -30.2% | +8.4% |
| YTD | +38.3% | +66.4% | -28.1% | +37.2% |
| 1Y | +121.3% | +72.4% | +49.0% | +126.0% |
| All | +121.3% | +73.3% | +48.0% | +126.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling