-15.9%
HAL vs CLSK
-80.9%
+65.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.2% |
| 7D | +6.1% | +8.0% | -1.9% | +5.9% |
| 30D | +2.9% | -27.9% | +30.8% | +3.4% |
| 3M | +3.3% | -42.3% | +45.6% | +4.1% |
| 6M | -16.9% | -50.0% | +33.1% | -16.2% |
| YTD | +21.2% | -34.3% | +55.5% | +21.3% |
| 1Y | +27.5% | -44.5% | +72.0% | +27.9% |
| 3Y | -6.4% | +74.5% | -81.0% | -9.3% |
| 5Y | +58.0% | -69.0% | +127.0% | +54.4% |
| All | -15.9% | -80.9% | +65.0% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling