+226.3%
CLSK vs HBM
+458.1%
-231.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.1% |
| 7D | +7.7% | -3.3% | +11.0% | +9.8% |
| 30D | +12.2% | -4.8% | +17.1% | +15.6% |
| 3M | -15.5% | -0.4% | -15.0% | -16.2% |
| 6M | +39.3% | +17.9% | +21.5% | +22.2% |
| YTD | +35.1% | +33.7% | +1.4% | +9.9% |
| 1Y | +34.0% | +95.6% | -61.6% | -12.1% |
| 3Y | +226.3% | +458.1% | -231.9% | -17.3% |
| All | +226.3% | +458.1% | -231.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling