-58.1%
CLSK vs HST
+76.4%
-134.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.8% | -17.4% |
| 7D | -20.7% | +3.3% | -24.1% | -22.6% |
| 30D | -45.5% | +16.4% | -61.9% | -51.0% |
| 3M | -52.0% | +5.5% | -57.5% | -53.8% |
| 6M | -47.0% | +31.1% | -78.1% | -57.1% |
| YTD | -32.8% | +55.9% | -88.7% | -48.7% |
| 1Y | -58.1% | +75.6% | -133.7% | -67.8% |
| All | -58.1% | +76.4% | -134.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling