+241.8%
HL vs CLSK
-63.3%
+305.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | -5.6% | +1.7% | -7.4% | -5.7% |
| 30D | +12.7% | +11.1% | +1.6% | +12.4% |
| 3M | +42.5% | -14.1% | +56.6% | +42.9% |
| 6M | -9.0% | +32.9% | -41.9% | -9.9% |
| YTD | +4.4% | +26.5% | -22.1% | +3.5% |
| 1Y | +82.7% | +27.6% | +55.0% | +80.5% |
| 3Y | +406.3% | +190.9% | +215.4% | +382.6% |
| 5Y | +238.2% | -0.4% | +238.6% | +222.6% |
| All | +241.8% | -63.3% | +305.1% | +222.5% |
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