-67.7%
CLSK vs HST
+84.9%
-152.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.9% |
| 7D | +1.6% | -1.3% | +2.9% | +4.0% |
| 30D | -32.9% | +13.4% | -46.3% | -41.9% |
| 3M | -40.0% | +16.7% | -56.7% | -50.0% |
| 6M | -51.7% | +24.0% | -75.7% | -63.0% |
| YTD | -31.7% | +54.0% | -85.7% | -59.6% |
| 1Y | -50.8% | +55.0% | -105.8% | -71.3% |
| 3Y | +84.8% | +89.3% | -4.6% | -15.5% |
| All | -67.7% | +84.9% | -152.6% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling