+93.3%
HAL vs CLSK
+6.4%
+86.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.1% |
| 7D | -3.3% | +7.7% | -11.0% | -3.8% |
| 30D | +8.2% | +12.2% | -4.1% | +7.1% |
| 3M | -9.4% | -15.5% | +6.0% | -9.1% |
| 6M | +0.6% | +39.3% | -38.7% | -3.0% |
| YTD | +28.6% | +35.1% | -6.5% | +23.4% |
| 1Y | +63.9% | +34.0% | +29.9% | +55.0% |
| 3Y | -7.1% | +226.3% | -233.4% | -24.8% |
| All | +93.3% | +6.4% | +86.9% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling