+24.3%
HWM vs CLBK
+66.6%
-42.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.5% | -1.4% | -11.1% | -12.3% |
| 30D | -19.0% | +4.5% | -23.5% | -19.4% |
| 3M | -8.6% | +22.8% | -31.4% | -11.4% |
| 6M | -10.2% | +43.4% | -53.6% | -15.4% |
| YTD | +11.3% | +64.1% | -52.8% | +2.9% |
| 1Y | +24.3% | +67.6% | -43.3% | +13.0% |
| All | +24.3% | +66.6% | -42.3% | +13.0% |
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