+52.5%
HST vs CLBK
+62.6%
-10.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +3.6% | +2.5% | +1.2% | +2.9% |
| 30D | +9.9% | +3.7% | +6.2% | +8.8% |
| 3M | +12.9% | -3.3% | +16.2% | +14.0% |
| 6M | +22.9% | +29.6% | -6.8% | +11.8% |
| YTD | +52.4% | +60.3% | -7.9% | +28.7% |
| 1Y | +52.5% | +63.4% | -10.9% | +26.0% |
| All | +52.5% | +62.6% | -10.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling