-61.9%
CLSK vs HBM
+400.7%
-462.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +17.2% | +5.5% | +11.7% | +15.2% |
| 30D | +14.6% | +3.3% | +11.3% | +13.6% |
| 3M | -16.8% | +12.7% | -29.5% | -20.0% |
| 6M | +38.2% | +28.2% | +10.0% | +26.6% |
| YTD | +31.2% | +45.3% | -14.1% | +16.1% |
| 1Y | +37.3% | +121.7% | -84.4% | +7.5% |
| 3Y | +201.8% | +523.5% | -321.7% | +74.9% |
| 5Y | -1.6% | +393.9% | -395.5% | -40.0% |
| All | -61.9% | +400.7% | -462.7% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling