+184.7%
HIMS vs CLSK
+44.3%
+140.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -2.7% | +17.2% | -19.9% | -5.4% |
| 30D | -12.2% | +14.6% | -26.8% | -14.4% |
| 3M | -3.7% | -16.8% | +13.1% | -1.3% |
| 6M | +25.9% | +38.2% | -12.3% | +18.9% |
| YTD | -14.1% | +31.2% | -45.3% | -19.0% |
| 1Y | -41.6% | +37.3% | -79.0% | -45.8% |
| 3Y | +327.3% | +201.8% | +125.4% | +243.1% |
| 5Y | +207.9% | -1.6% | +209.5% | +154.6% |
| All | +184.7% | +44.3% | +140.3% | +137.0% |
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 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