+10.3%
HLT vs CLBK
+68.0%
-57.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -1.5% | -0.2% | -1.3% |
| 30D | -5.0% | -1.0% | -4.0% | -4.8% |
| 3M | -10.4% | +22.9% | -33.3% | -14.6% |
| 6M | +3.2% | +44.2% | -41.0% | -5.8% |
| YTD | +6.7% | +64.0% | -57.2% | -5.9% |
| 1Y | +10.3% | +65.7% | -55.4% | -5.5% |
| All | +10.3% | +68.0% | -57.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling