-1.6%
CLSK vs HST
+75.9%
-77.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.3% |
| 7D | +17.2% | -0.3% | +17.5% | +17.6% |
| 30D | +14.6% | -2.8% | +17.4% | +18.3% |
| 3M | -16.8% | -6.5% | -10.4% | -10.7% |
| 6M | +38.2% | +20.7% | +17.5% | +9.6% |
| YTD | +31.2% | +30.5% | +0.8% | -5.1% |
| 1Y | +37.3% | +36.8% | +0.6% | -8.4% |
| 3Y | +201.8% | +65.9% | +135.9% | +64.3% |
| 5Y | -1.6% | +73.9% | -75.5% | -44.9% |
| All | -1.6% | +75.9% | -77.4% | -44.9% |
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