-61.4%
CLSK vs HSY
+122.5%
-183.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.2% | +6.2% |
| 7D | +21.9% | -1.6% | +23.4% | +21.6% |
| 30D | +9.6% | -4.2% | +13.8% | +8.8% |
| 3M | -18.4% | -0.7% | -17.7% | -18.2% |
| 6M | +46.4% | -21.8% | +68.1% | +41.9% |
| YTD | +33.2% | -2.7% | +35.9% | +34.0% |
| 1Y | +47.0% | -4.8% | +51.8% | +47.6% |
| 3Y | +206.4% | -9.4% | +215.7% | +210.6% |
| 5Y | +5.4% | +11.3% | -5.9% | +10.0% |
| All | -61.4% | +122.5% | -183.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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