+286.4%
HBM vs CLBK
+65.6%
+220.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.1% | -7.8% |
| 7D | -3.7% | -1.4% | -2.4% | -3.2% |
| 30D | -3.7% | +4.5% | -8.2% | -5.7% |
| 3M | +8.0% | +22.8% | -14.8% | -2.2% |
| 6M | +15.8% | +43.4% | -27.7% | -2.3% |
| YTD | +34.4% | +64.1% | -29.7% | +5.8% |
| 1Y | +98.2% | +67.6% | +30.6% | +53.0% |
| 3Y | +476.6% | +53.3% | +423.3% | +343.9% |
| 5Y | +331.1% | +44.8% | +286.3% | +202.9% |
| All | +286.4% | +65.6% | +220.8% | +158.3% |
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