+81.4%
CLSK vs HST
+89.2%
-7.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.8% |
| 7D | +1.6% | -1.3% | +2.9% | +3.8% |
| 30D | -32.9% | +13.4% | -46.3% | -41.3% |
| 3M | -40.0% | +16.7% | -56.7% | -49.3% |
| 6M | -51.7% | +24.0% | -75.7% | -62.5% |
| YTD | -31.7% | +54.0% | -85.7% | -58.6% |
| 1Y | -50.8% | +55.0% | -105.8% | -70.6% |
| All | +81.4% | +89.2% | -7.9% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling