+283.5%
HLT vs CLBK
+65.6%
+217.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -2.6% | -1.4% | -1.2% | -2.1% |
| 30D | -2.6% | +4.5% | -7.2% | -4.2% |
| 3M | -9.4% | +22.8% | -32.2% | -16.1% |
| 6M | +2.7% | +43.4% | -40.7% | -10.2% |
| YTD | +6.8% | +64.1% | -57.4% | -11.5% |
| 1Y | +12.4% | +67.6% | -55.2% | -8.0% |
| 3Y | +100.2% | +53.3% | +46.9% | +64.1% |
| 5Y | +143.7% | +44.8% | +98.9% | +88.6% |
| All | +283.5% | +65.6% | +217.9% | +172.7% |
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