-80.4%
CLSK vs HAS
+98.2%
-178.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | +20.4% | +1.6% | +18.8% | +19.6% |
| 30D | -32.6% | +26.6% | -59.2% | -39.7% |
| 3M | -43.8% | +29.0% | -72.8% | -50.4% |
| 6M | -49.2% | +30.6% | -79.8% | -55.9% |
| YTD | -32.4% | +51.5% | -83.9% | -45.5% |
| 1Y | -48.7% | +58.5% | -107.2% | -59.5% |
| 3Y | +82.9% | +214.1% | -131.2% | +6.3% |
| 5Y | -68.1% | +50.2% | -118.3% | -75.8% |
| All | -80.4% | +98.2% | -178.6% | -84.0% |
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