+214.4%
HD vs CLSK
-60.8%
+275.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | -3.8% | +7.7% | -11.6% | -3.9% |
| 30D | -9.4% | +12.2% | -21.7% | -9.6% |
| 3M | -4.6% | -15.5% | +10.9% | -4.5% |
| 6M | -10.1% | +39.3% | -49.4% | -10.7% |
| YTD | -8.3% | +35.1% | -43.4% | -9.0% |
| 1Y | -25.0% | +34.0% | -59.0% | -25.8% |
| 3Y | +1.5% | +226.3% | -224.7% | -1.5% |
| 5Y | +5.6% | +6.4% | -0.8% | +2.3% |
| All | +214.4% | -60.8% | +275.2% | +199.2% |
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 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