+71.7%
HST vs CLBK
+42.8%
+29.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -12.3% | +9.1% | -21.4% | -14.7% |
| 3M | -6.4% | +27.7% | -34.0% | -13.6% |
| 6M | +15.0% | +40.8% | -25.8% | +2.8% |
| YTD | +30.5% | +66.4% | -35.9% | +10.3% |
| 1Y | +35.7% | +72.4% | -36.7% | +13.1% |
| 3Y | +68.4% | +50.7% | +17.7% | +43.2% |
| All | +71.7% | +42.8% | +29.0% | +37.5% |
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