-2.6%
HD vs CLBK
+63.8%
-66.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +18.0% | +3.4% | +14.6% | +17.2% |
| 3M | +2.8% | -4.3% | +7.1% | +3.5% |
| 6M | +17.0% | +28.4% | -11.4% | +8.5% |
| YTD | +3.5% | +59.4% | -55.9% | -8.5% |
| 1Y | -2.6% | +64.8% | -67.4% | -14.7% |
| All | -2.6% | +63.8% | -66.4% | -14.7% |
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