-37.8%
HDB vs CLBK
+41.8%
-79.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -4.9% | -1.5% | -3.4% | -4.6% |
| 30D | -5.8% | +6.7% | -12.5% | -6.8% |
| 3M | -5.2% | +21.2% | -26.4% | -8.3% |
| 6M | -25.7% | +42.0% | -67.7% | -29.9% |
| YTD | -39.6% | +63.3% | -102.8% | -44.2% |
| 1Y | -36.9% | +65.4% | -102.3% | -42.0% |
| 3Y | -29.7% | +52.5% | -82.2% | -35.4% |
| 5Y | -37.8% | +42.0% | -79.7% | -44.8% |
| All | -37.8% | +41.8% | -79.6% | -44.8% |
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