+116.4%
HPE vs CLBK
+65.7%
+50.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.9% |
| 7D | -17.0% | +4.6% | -21.6% | -18.2% |
| 30D | -26.7% | -1.5% | -25.2% | -26.3% |
| 3M | -4.1% | +4.4% | -8.5% | -5.4% |
| 6M | +75.4% | +31.7% | +43.7% | +55.4% |
| YTD | +111.0% | +58.7% | +52.3% | +70.8% |
| 1Y | +116.4% | +64.9% | +51.6% | +65.3% |
| All | +116.4% | +65.7% | +50.7% | +65.3% |
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