+1,318.5%
HWM vs CLBK
+64.7%
+1,253.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | -8.0% | -1.5% | -6.6% | -7.4% |
| 30D | -18.0% | +6.7% | -24.7% | -20.6% |
| 3M | -9.5% | +21.2% | -30.7% | -17.9% |
| 6M | -8.4% | +42.0% | -50.4% | -23.2% |
| YTD | +13.6% | +63.3% | -49.6% | -11.6% |
| 1Y | +30.2% | +65.4% | -35.1% | -0.2% |
| 3Y | +392.2% | +52.5% | +339.8% | +274.4% |
| 5Y | +645.2% | +42.0% | +603.2% | +413.3% |
| All | +1,318.5% | +64.7% | +1,253.7% | +642.8% |
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