-80.9%
CLSK vs HAS
+96.7%
-177.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | -27.9% | +26.3% | -54.2% | -35.4% |
| 3M | -42.3% | +25.6% | -67.9% | -48.4% |
| 6M | -50.0% | +30.3% | -80.3% | -56.5% |
| YTD | -34.3% | +50.4% | -84.6% | -46.9% |
| 1Y | -44.5% | +57.7% | -102.2% | -56.1% |
| 3Y | +74.5% | +213.4% | -138.8% | +1.6% |
| 5Y | -69.0% | +49.1% | -118.0% | -76.4% |
| All | -80.9% | +96.7% | -177.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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