-1.6%
CLSK vs HWM
+658.8%
-660.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.9% |
| 7D | +17.2% | -8.0% | +25.3% | +24.9% |
| 30D | +14.6% | -18.0% | +32.6% | +34.6% |
| 3M | -16.8% | -9.5% | -7.3% | -10.6% |
| 6M | +38.2% | -8.4% | +46.6% | +45.2% |
| YTD | +31.2% | +13.6% | +17.6% | +11.3% |
| 1Y | +37.3% | +30.2% | +7.1% | +2.5% |
| 3Y | +201.8% | +392.2% | -190.4% | -50.2% |
| 5Y | -1.6% | +645.2% | -646.7% | -89.2% |
| All | -1.6% | +658.8% | -660.4% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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