+123.0%
HD vs CLBK
+67.9%
+55.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -8.4% | +9.1% | -17.5% | -11.2% |
| 3M | +4.3% | +27.7% | -23.3% | -4.3% |
| 6M | -11.1% | +40.8% | -52.0% | -21.2% |
| YTD | -4.7% | +66.4% | -71.1% | -20.5% |
| 1Y | -19.8% | +72.4% | -92.2% | -34.2% |
| 3Y | +4.1% | +50.7% | -46.6% | -13.2% |
| 5Y | +10.3% | +42.9% | -32.6% | -12.1% |
| All | +123.0% | +67.9% | +55.1% | +62.3% |
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