+78.9%
HST vs CLBK
+59.4%
+19.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +10.7% | +2.9% | +7.8% | +9.0% |
| 3M | +6.3% | +3.0% | +3.3% | +4.3% |
| 6M | +19.0% | +27.3% | -8.3% | +4.2% |
| YTD | +47.0% | +58.0% | -11.0% | +14.4% |
| 1Y | +53.4% | +62.4% | -8.9% | +17.6% |
| 3Y | +78.0% | +46.9% | +31.1% | +37.0% |
| 5Y | +71.7% | +25.3% | +46.4% | +31.7% |
| All | +78.9% | +59.4% | +19.5% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling