+114.2%
HIG vs CLBK
+43.5%
+70.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | -0.4% | -1.0% | +0.7% | -0.1% |
| 3M | +6.7% | +22.9% | -16.3% | +1.6% |
| 6M | +2.0% | +44.2% | -42.2% | -6.4% |
| YTD | +0.3% | +64.0% | -63.7% | -10.7% |
| 1Y | +4.2% | +65.7% | -61.5% | -7.8% |
| 3Y | +102.2% | +54.1% | +48.2% | +78.4% |
| All | +114.2% | +43.5% | +70.7% | +82.1% |
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