+223.3%
HOOD vs CLSK
-2.7%
+226.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.5% | -3.0% |
| 7D | -7.8% | +7.7% | -15.5% | -10.4% |
| 30D | +18.6% | +12.2% | +6.4% | +13.1% |
| 3M | +22.1% | -15.5% | +37.5% | +24.9% |
| 6M | +43.1% | +39.3% | +3.7% | +21.6% |
| YTD | -0.5% | +35.1% | -35.5% | -15.5% |
| 1Y | -4.4% | +34.0% | -38.4% | -21.2% |
| 3Y | +938.5% | +226.3% | +712.2% | +409.8% |
| 5Y | +173.4% | +6.4% | +167.0% | +61.9% |
| All | +223.3% | -2.7% | +226.0% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling