Stock and ETF performance explorer

HBM vs CLBK

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	CLBK	Excess	Alpha
1D	-0.5%	-0.1%	-0.4%	N/A
7D	-3.3%	-1.5%	-1.8%	N/A
All	-3.3%	-0.8%	-2.5%	N/A

Daily percentage return beside CLBK.

Portfolio return minus CLBK return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.