-4.6%
HD vs CLBK
+65.7%
-70.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | +11.9% | +4.6% | +7.3% | +11.0% |
| 30D | +26.4% | -1.5% | +27.9% | +26.6% |
| 3M | +2.8% | +4.4% | -1.6% | +1.5% |
| 6M | +15.5% | +31.7% | -16.2% | +6.7% |
| YTD | +5.5% | +58.7% | -53.2% | -6.0% |
| 1Y | -4.6% | +64.9% | -69.4% | -15.7% |
| All | -4.6% | +65.7% | -70.3% | -15.7% |
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