+76.0%
HON vs CLBK
+66.9%
+9.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.8% | +1.1% | -2.0% | -1.2% |
| 30D | -15.2% | +7.8% | -22.9% | -17.4% |
| 3M | -6.0% | +23.9% | -29.8% | -12.8% |
| 6M | -14.9% | +42.3% | -57.2% | -24.8% |
| YTD | +3.2% | +65.4% | -62.2% | -13.7% |
| 1Y | 0.0% | +70.3% | -70.3% | -17.6% |
| 3Y | +21.5% | +54.5% | -33.0% | 0.0% |
| 5Y | +4.0% | +43.1% | -39.1% | -18.6% |
| All | +76.0% | +66.9% | +9.1% | +23.5% |
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 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