+1,261.4%
HWM vs CLBK
+61.7%
+1,199.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +11.1% | +2.5% | +8.7% | +9.9% |
| 30D | +3.0% | +3.7% | -0.7% | +1.1% |
| 3M | -20.7% | -3.3% | -17.5% | -19.7% |
| 6M | -17.2% | +29.6% | -46.8% | -27.6% |
| YTD | +9.1% | +60.3% | -51.2% | -14.6% |
| 1Y | +9.0% | +63.4% | -54.4% | -15.8% |
| 3Y | +353.8% | +53.8% | +300.0% | +242.4% |
| 5Y | +608.0% | +29.0% | +579.1% | +428.8% |
| All | +1,261.4% | +61.7% | +1,199.7% | +617.4% |
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