+563.0%
HWM vs CLBK
+28.0%
+535.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.6% |
| 7D | +1.6% | +1.8% | -0.2% | +1.2% |
| 30D | -3.9% | +5.1% | -9.0% | -5.1% |
| 3M | -23.2% | +5.2% | -28.4% | -24.2% |
| 6M | -20.0% | +28.6% | -48.5% | -24.9% |
| YTD | +5.7% | +61.4% | -55.7% | -6.4% |
| 1Y | +4.9% | +64.7% | -59.8% | -7.7% |
| 3Y | +347.0% | +55.1% | +291.9% | +292.6% |
| 5Y | +563.0% | +28.4% | +534.6% | +460.6% |
| All | +563.0% | +28.0% | +535.0% | +460.6% |
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