+59.0%
HST vs CLBK
+66.9%
-7.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | -5.2% | +7.8% | -13.0% | -8.9% |
| 3M | -6.2% | +23.9% | -30.1% | -16.4% |
| 6M | +20.4% | +42.3% | -21.9% | -0.2% |
| YTD | +30.6% | +65.4% | -34.8% | -0.4% |
| 1Y | +37.4% | +70.3% | -33.0% | +2.4% |
| 3Y | +66.1% | +54.5% | +11.7% | +24.9% |
| 5Y | +73.7% | +43.1% | +30.6% | +20.3% |
| All | +59.0% | +66.9% | -7.9% | -1.0% |
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