+85.5%
HST vs CLBK
+61.7%
+23.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +3.6% | +2.5% | +1.2% | +2.4% |
| 30D | +9.9% | +3.7% | +6.2% | +7.9% |
| 3M | +12.9% | -3.3% | +16.2% | +14.6% |
| 6M | +22.9% | +29.6% | -6.8% | +6.6% |
| YTD | +52.4% | +60.3% | -7.9% | +17.8% |
| 1Y | +52.5% | +63.4% | -10.9% | +16.5% |
| 3Y | +87.4% | +53.8% | +33.6% | +40.6% |
| 5Y | +82.9% | +29.0% | +54.0% | +37.5% |
| All | +85.5% | +61.7% | +23.8% | +17.0% |
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