-39.1%
CLSK vs ALHC
-33.0%
-6.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.0% |
| 7D | +1.7% | -5.8% | +7.5% | +3.5% |
| 30D | +11.1% | -3.3% | +14.4% | +12.0% |
| 3M | -14.1% | -37.9% | +23.8% | -2.9% |
| 6M | +32.9% | -29.5% | +62.4% | +39.8% |
| YTD | +26.5% | -35.4% | +61.9% | +36.4% |
| 1Y | +27.6% | -22.4% | +50.0% | +29.6% |
| 3Y | +190.9% | +146.3% | +44.6% | +62.2% |
| 5Y | -0.4% | -32.0% | +31.6% | -21.8% |
| All | -39.1% | -33.0% | -6.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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