+99.3%
HLT vs CLBK
+52.2%
+47.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -1.5% | -0.2% | -1.2% |
| 30D | -5.0% | -1.0% | -4.0% | -4.8% |
| 3M | -10.4% | +22.9% | -33.3% | -15.8% |
| 6M | +3.2% | +44.2% | -41.0% | -7.6% |
| YTD | +6.7% | +64.0% | -57.2% | -8.3% |
| 1Y | +10.3% | +65.7% | -55.4% | -6.0% |
| 3Y | +99.3% | +54.1% | +45.3% | +67.0% |
| All | +99.3% | +52.2% | +47.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling