+284.5%
HBM vs CLBK
+65.5%
+219.0%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -4.8% | -1.0% | -3.8% | -4.5% |
| 3M | -0.4% | +22.9% | -23.3% | -9.8% |
| 6M | +17.9% | +44.2% | -26.3% | -0.7% |
| YTD | +33.7% | +64.0% | -30.3% | +5.3% |
| 1Y | +95.6% | +65.7% | +29.9% | +51.9% |
| 3Y | +458.1% | +54.1% | +404.1% | +328.5% |
| 5Y | +329.0% | +44.7% | +284.3% | +201.5% |
| All | +284.5% | +65.5% | +219.0% | +157.1% |
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