-22.1%
HDB vs CLBK
+27.8%
-49.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +6.9% | +2.2% | +4.8% | +6.6% |
| 30D | +15.2% | +5.0% | +10.3% | +14.4% |
| 3M | +11.7% | +3.3% | +8.5% | +11.1% |
| 6M | +7.5% | +29.6% | -22.1% | +2.9% |
| YTD | -28.8% | +62.1% | -90.9% | -34.2% |
| 1Y | -29.1% | +64.3% | -93.4% | -34.6% |
| 3Y | -7.0% | +55.6% | -62.6% | -14.6% |
| 5Y | -22.1% | +29.3% | -51.3% | -28.0% |
| All | -22.1% | +27.8% | -49.8% | -28.0% |
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