+226.9%
HD vs CLSK
-63.6%
+290.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | -2.1% | +8.8% | -10.9% | -2.2% |
| 30D | -8.4% | -6.0% | -2.4% | -8.4% |
| 3M | +4.3% | -24.4% | +28.7% | +4.6% |
| 6M | -11.1% | +19.0% | -30.2% | -11.5% |
| YTD | -4.7% | +25.4% | -30.1% | -5.3% |
| 1Y | -19.8% | +39.8% | -59.6% | -20.6% |
| 3Y | +4.1% | +177.7% | -173.6% | +1.2% |
| 5Y | +10.3% | -11.0% | +21.3% | +7.0% |
| All | +226.9% | -63.6% | +290.6% | +211.5% |
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 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