-63.6%
CLSK vs HST
+94.2%
-157.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +8.8% | -1.0% | +9.9% | +9.5% |
| 30D | -6.0% | -12.3% | +6.3% | +1.6% |
| 3M | -24.4% | -6.4% | -18.0% | -21.5% |
| 6M | +19.0% | +15.0% | +4.0% | +9.9% |
| YTD | +25.4% | +30.5% | -5.1% | +7.7% |
| 1Y | +39.8% | +35.7% | +4.1% | +16.4% |
| 3Y | +177.7% | +68.4% | +109.3% | +114.4% |
| 5Y | -11.0% | +73.1% | -84.1% | -27.3% |
| All | -63.6% | +94.2% | -157.8% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling