+15.6%
HDB vs CLBK
+61.7%
-46.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | +4.1% | +2.5% | +1.6% | +3.4% |
| 30D | +13.0% | +3.7% | +9.3% | +11.9% |
| 3M | +11.3% | -3.3% | +14.5% | +12.1% |
| 6M | +6.9% | +29.6% | -22.7% | -0.7% |
| YTD | -29.6% | +60.3% | -89.9% | -38.4% |
| 1Y | -29.5% | +63.4% | -92.9% | -38.7% |
| 3Y | -8.1% | +53.8% | -62.0% | -21.2% |
| 5Y | -23.4% | +29.0% | -52.4% | -33.6% |
| All | +15.6% | +61.7% | -46.1% | -13.5% |
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