-63.3%
CLSK vs HAS
+47.1%
-110.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -4.2% |
| 7D | +1.7% | -3.1% | +4.8% | +3.1% |
| 30D | +11.1% | -6.4% | +17.5% | +14.2% |
| 3M | -14.1% | +10.4% | -24.5% | -18.7% |
| 6M | +32.9% | -3.7% | +36.6% | +33.6% |
| YTD | +26.5% | +12.5% | +14.0% | +17.5% |
| 1Y | +27.6% | +19.8% | +7.8% | +15.0% |
| 3Y | +190.9% | +46.0% | +144.9% | +134.8% |
| 5Y | -0.4% | +12.5% | -12.9% | -13.1% |
| All | -63.3% | +47.1% | -110.4% | -65.5% |
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