+123.2%
HPQ vs CLBK
+65.5%
+57.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -1.5% | +11.2% | +10.4% |
| 30D | +22.4% | -1.0% | +23.4% | +22.8% |
| 3M | +45.2% | +22.9% | +22.2% | +32.3% |
| 6M | +96.4% | +44.2% | +52.2% | +66.6% |
| YTD | +65.4% | +64.0% | +1.4% | +32.2% |
| 1Y | +31.6% | +65.7% | -34.1% | +4.4% |
| 3Y | +37.0% | +54.1% | -17.0% | +7.8% |
| 5Y | +53.0% | +44.7% | +8.3% | +12.3% |
| All | +123.2% | +65.5% | +57.8% | +56.8% |
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