+115.6%
HD vs CLBK
+64.7%
+50.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -1.8% | -1.5% | -0.4% | -1.3% |
| 30D | -10.8% | +6.7% | -17.5% | -12.9% |
| 3M | -2.7% | +21.2% | -23.8% | -9.1% |
| 6M | -10.3% | +42.0% | -52.3% | -20.7% |
| YTD | -7.8% | +63.3% | -71.1% | -22.6% |
| 1Y | -23.1% | +65.4% | -88.5% | -36.0% |
| 3Y | +2.0% | +52.5% | -50.5% | -15.4% |
| 5Y | +6.2% | +42.0% | -35.8% | -15.4% |
| All | +115.6% | +64.7% | +50.9% | +57.9% |
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