+347.0%
HWM vs CLBK
+51.8%
+295.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | -3.9% | +5.1% | -9.0% | -5.2% |
| 3M | -23.2% | +5.2% | -28.4% | -24.4% |
| 6M | -20.0% | +28.6% | -48.5% | -25.7% |
| YTD | +5.7% | +61.4% | -55.7% | -8.5% |
| 1Y | +4.9% | +64.7% | -59.8% | -10.0% |
| 3Y | +347.0% | +55.1% | +291.9% | +281.5% |
| All | +347.0% | +51.8% | +295.2% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling