+340.8%
HPE vs CLBK
+41.8%
+299.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | +1.5% | +4.5% | -3.0% | 0.0% |
| 3M | +21.7% | +22.8% | -1.0% | +12.7% |
| 6M | +164.2% | +43.4% | +120.7% | +131.4% |
| YTD | +132.1% | +64.1% | +67.9% | +93.8% |
| 1Y | +130.6% | +67.6% | +63.1% | +90.9% |
| 3Y | +244.1% | +53.3% | +190.9% | +189.0% |
| 5Y | +340.8% | +44.8% | +296.0% | +229.4% |
| All | +340.8% | +41.8% | +299.0% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling