+25.0%
HL vs CLSK
-58.7%
+83.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -16.6% | +29.7% | +17.4% |
| 7D | +0.2% | -20.7% | +20.9% | +5.2% |
| 30D | -12.1% | -45.5% | +33.4% | +2.5% |
| 3M | -2.8% | -52.0% | +49.2% | +16.4% |
| 6M | -14.9% | -47.0% | +32.0% | -2.5% |
| YTD | -22.0% | -32.8% | +10.8% | -17.5% |
| 1Y | +25.0% | -58.1% | +83.1% | +46.0% |
| All | +25.0% | -58.7% | +83.7% | +46.0% |
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