-60.8%
CLSK vs HUBS
+301.3%
-362.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.4% |
| 7D | +7.7% | -9.0% | +16.7% | +12.3% |
| 30D | +12.2% | +7.2% | +5.0% | +6.4% |
| 3M | -15.5% | +20.9% | -36.3% | -29.1% |
| 6M | +39.3% | -13.0% | +52.4% | +30.1% |
| YTD | +35.1% | -43.8% | +78.9% | +53.9% |
| 1Y | +34.0% | -54.6% | +88.7% | +69.6% |
| 3Y | +226.3% | -58.5% | +284.7% | +329.6% |
| 5Y | +6.4% | -66.4% | +72.8% | +44.3% |
| All | -60.8% | +301.3% | -362.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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