+655.5%
HWM vs CLBK
+43.5%
+612.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.6% |
| 7D | -9.2% | +1.1% | -10.3% | -9.4% |
| 30D | -17.9% | +7.8% | -25.6% | -19.4% |
| 3M | -6.0% | +23.9% | -29.9% | -11.1% |
| 6M | -7.4% | +42.3% | -49.7% | -15.4% |
| YTD | +13.1% | +65.4% | -52.3% | -0.8% |
| 1Y | +29.3% | +70.3% | -41.0% | +12.2% |
| 3Y | +389.9% | +54.5% | +335.5% | +328.0% |
| 5Y | +655.5% | +43.1% | +612.4% | +492.5% |
| All | +655.5% | +43.5% | +612.0% | +492.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling