+359.0%
HPE vs CLBK
+65.5%
+293.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -1.5% | +20.9% | +20.1% |
| 30D | +5.6% | -1.0% | +6.6% | +6.1% |
| 3M | +33.1% | +22.9% | +10.1% | +19.6% |
| 6M | +192.5% | +44.2% | +148.3% | +143.4% |
| YTD | +160.9% | +64.0% | +97.0% | +103.7% |
| 1Y | +155.0% | +65.7% | +89.3% | +97.5% |
| 3Y | +289.4% | +54.1% | +235.3% | +202.4% |
| 5Y | +395.7% | +44.7% | +351.0% | +259.5% |
| All | +359.0% | +65.5% | +293.6% | +207.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling