-60.8%
CLSK vs HUBB
+405.3%
-466.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +5.6% |
| 7D | +7.7% | -0.1% | +7.8% | +7.9% |
| 30D | +12.2% | -10.0% | +22.2% | +20.6% |
| 3M | -15.5% | -1.6% | -13.9% | -14.6% |
| 6M | +39.3% | -3.1% | +42.4% | +40.8% |
| YTD | +35.1% | +4.6% | +30.5% | +30.9% |
| 1Y | +34.0% | +3.3% | +30.7% | +31.6% |
| 3Y | +226.3% | +46.6% | +179.7% | +176.6% |
| 5Y | +6.4% | +158.7% | -152.3% | -27.7% |
| All | -60.8% | +405.3% | -466.2% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling