-44.5%
CLSK vs HST
+53.2%
-97.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +3.6% | +4.4% | +4.5% |
| 30D | -27.9% | +11.2% | -39.1% | -33.4% |
| 3M | -42.3% | +13.1% | -55.4% | -47.4% |
| 6M | -50.0% | +23.9% | -73.9% | -59.1% |
| YTD | -34.3% | +52.3% | -86.6% | -52.3% |
| 1Y | -44.5% | +56.7% | -101.2% | -59.3% |
| All | -44.5% | +53.2% | -97.7% | -59.3% |
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