-10.8%
HAL vs CLSK
-60.8%
+50.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.8% |
| 7D | -3.3% | +7.7% | -11.0% | -3.5% |
| 30D | +8.2% | +12.2% | -4.1% | +7.9% |
| 3M | -9.4% | -15.5% | +6.0% | -9.4% |
| 6M | +0.6% | +39.3% | -38.7% | -0.3% |
| YTD | +28.6% | +35.1% | -6.5% | +27.2% |
| 1Y | +63.9% | +34.0% | +29.9% | +61.7% |
| 3Y | -7.1% | +226.3% | -233.4% | -10.9% |
| 5Y | +102.3% | +6.4% | +95.9% | +94.3% |
| All | -10.8% | -60.8% | +50.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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