+238.2%
HL vs CLBK
+41.8%
+196.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -5.6% | -1.4% | -4.2% | -5.4% |
| 30D | +12.7% | +4.5% | +8.2% | +11.8% |
| 3M | +42.5% | +22.8% | +19.7% | +36.9% |
| 6M | -9.0% | +43.4% | -52.4% | -15.0% |
| YTD | +4.4% | +64.1% | -59.7% | -5.2% |
| 1Y | +82.7% | +67.6% | +15.1% | +64.7% |
| 3Y | +406.3% | +53.3% | +353.0% | +361.4% |
| 5Y | +238.2% | +44.8% | +193.3% | +211.1% |
| All | +238.2% | +41.8% | +196.3% | +211.1% |
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