-61.4%
CLSK vs HWM
+1,494.7%
-1,556.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.7% | +16.9% | +11.3% |
| 7D | +21.9% | -9.2% | +31.0% | +26.8% |
| 30D | +9.6% | -17.9% | +27.5% | +19.0% |
| 3M | -18.4% | -6.0% | -12.4% | -16.5% |
| 6M | +46.4% | -7.4% | +53.7% | +50.8% |
| YTD | +33.2% | +13.1% | +20.1% | +25.3% |
| 1Y | +47.0% | +29.3% | +17.7% | +30.8% |
| 3Y | +206.4% | +389.9% | -183.6% | +56.2% |
| 5Y | +5.4% | +655.5% | -650.1% | -52.0% |
| All | -61.4% | +1,494.7% | -1,556.1% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling