-37.7%
HIMS vs CLSK
-58.7%
+21.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -16.6% | +20.3% | +9.9% |
| 7D | -9.1% | -20.7% | +11.7% | -2.0% |
| 30D | -10.1% | -45.5% | +35.4% | +11.4% |
| 3M | -17.1% | -52.0% | +34.9% | +6.7% |
| 6M | -2.2% | -47.0% | +44.7% | +19.3% |
| YTD | -17.9% | -32.8% | +14.9% | -11.7% |
| 1Y | -37.7% | -58.1% | +20.4% | -21.0% |
| All | -37.7% | -58.7% | +21.0% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling