+392.8%
HL vs CLSK
+211.4%
+181.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.0% |
| 7D | -4.4% | +7.7% | -12.1% | -5.3% |
| 30D | +9.3% | +12.2% | -2.9% | +7.6% |
| 3M | +32.0% | -15.5% | +47.4% | +33.5% |
| 6M | -6.4% | +39.3% | -45.8% | -10.5% |
| YTD | +3.1% | +35.1% | -31.9% | -1.4% |
| 1Y | +77.6% | +34.0% | +43.5% | +67.8% |
| 3Y | +392.8% | +226.3% | +166.6% | +305.8% |
| All | +392.8% | +211.4% | +181.4% | +305.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling