+4.5%
HD vs CLBK
+41.8%
-37.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -13.1% | +4.5% | -17.7% | -14.1% |
| 3M | -3.4% | +22.8% | -26.2% | -8.2% |
| 6M | -12.6% | +43.4% | -56.0% | -19.8% |
| YTD | -9.2% | +64.1% | -73.3% | -19.6% |
| 1Y | -23.9% | +67.6% | -91.5% | -33.1% |
| 3Y | +0.4% | +53.3% | -52.8% | -11.5% |
| 5Y | +4.5% | +44.8% | -40.3% | -11.3% |
| All | +4.5% | +41.8% | -37.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling