+463.4%
HL vs CLBK
+66.9%
+396.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +7.1% | +1.1% | +5.9% | +6.7% |
| 30D | +21.4% | +7.8% | +13.7% | +18.3% |
| 3M | +37.4% | +23.9% | +13.6% | +27.2% |
| 6M | +0.4% | +42.3% | -41.9% | -11.4% |
| YTD | +6.7% | +65.4% | -58.7% | -11.3% |
| 1Y | +102.4% | +70.3% | +32.0% | +65.2% |
| 3Y | +417.4% | +54.5% | +363.0% | +326.4% |
| 5Y | +243.3% | +43.1% | +200.2% | +167.3% |
| All | +463.4% | +66.9% | +396.5% | +288.2% |
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