+269.4%
HPE vs CLBK
+51.6%
+217.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.7% |
| 7D | +13.6% | -1.5% | +15.1% | +14.3% |
| 30D | +7.7% | +6.7% | +1.0% | +4.9% |
| 3M | +22.4% | +21.2% | +1.2% | +12.1% |
| 6M | +172.6% | +42.0% | +130.6% | +132.9% |
| YTD | +147.5% | +63.3% | +84.3% | +98.8% |
| 1Y | +151.8% | +65.4% | +86.4% | +100.5% |
| All | +269.4% | +51.6% | +217.8% | +195.5% |
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 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