-1.8%
HDB vs CLBK
+65.6%
-67.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -6.2% | -1.4% | -4.8% | -5.8% |
| 30D | -6.2% | +4.5% | -10.8% | -7.4% |
| 3M | -5.9% | +22.8% | -28.6% | -11.2% |
| 6M | -25.9% | +43.4% | -69.4% | -33.0% |
| YTD | -40.2% | +64.1% | -104.3% | -47.9% |
| 1Y | -38.0% | +67.6% | -105.6% | -46.5% |
| 3Y | -30.5% | +53.3% | -83.8% | -40.2% |
| 5Y | -38.1% | +44.8% | -83.0% | -49.0% |
| All | -1.8% | +65.6% | -67.4% | -26.9% |
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