+255.1%
HD vs CLSK
-80.9%
+336.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | +1.5% | +8.0% | -6.4% | +1.4% |
| 30D | +18.0% | -27.9% | +45.9% | +18.4% |
| 3M | +2.8% | -42.3% | +45.1% | +3.3% |
| 6M | +17.0% | -50.0% | +67.0% | +17.6% |
| YTD | +3.5% | -34.3% | +37.8% | +3.6% |
| 1Y | -2.6% | -44.5% | +41.9% | -2.4% |
| 3Y | +30.7% | +74.5% | -43.8% | +27.7% |
| 5Y | +6.2% | -69.0% | +75.2% | +4.0% |
| All | +255.1% | -80.9% | +336.0% | +240.6% |
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