+4.3%
HDB vs CLBK
+67.9%
-63.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -2.8% | +9.1% | -11.9% | -5.1% |
| 3M | -3.5% | +27.7% | -31.2% | -10.0% |
| 6M | -24.7% | +40.8% | -65.5% | -31.6% |
| YTD | -36.6% | +66.4% | -102.9% | -45.0% |
| 1Y | -34.4% | +72.4% | -106.7% | -43.9% |
| 3Y | -24.4% | +50.7% | -75.1% | -34.6% |
| 5Y | -35.4% | +42.9% | -78.3% | -46.2% |
| All | +4.3% | +67.9% | -63.6% | -22.7% |
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