+133.9%
HL vs CLSK
+35.0%
+98.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +1.5% | +8.8% | -7.4% | -0.6% |
| 30D | +25.1% | -6.0% | +31.1% | +26.3% |
| 3M | +22.9% | -24.4% | +47.3% | +29.0% |
| 6M | -4.9% | +19.0% | -23.9% | -10.1% |
| YTD | +7.8% | +25.4% | -17.6% | +0.9% |
| 1Y | +133.9% | +39.8% | +94.1% | +163.8% |
| All | +133.9% | +35.0% | +98.9% | +163.8% |
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