-60.8%
CLSK vs HIG
+256.7%
-317.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | +7.7% | -1.5% | +9.2% | +8.3% |
| 30D | +12.2% | -0.4% | +12.6% | +12.2% |
| 3M | -15.5% | +6.7% | -22.1% | -18.4% |
| 6M | +39.3% | +2.0% | +37.4% | +36.3% |
| YTD | +35.1% | +0.3% | +34.8% | +32.3% |
| 1Y | +34.0% | +4.2% | +29.8% | +28.5% |
| 3Y | +226.3% | +102.2% | +124.0% | +136.4% |
| 5Y | +6.4% | +118.5% | -112.1% | -24.2% |
| All | -60.8% | +256.7% | -317.5% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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