+250.7%
HOOD vs CLSK
-9.7%
+260.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +17.1% | +8.8% | +8.3% | +14.0% |
| 30D | +31.6% | -6.0% | +37.6% | +33.4% |
| 3M | +38.2% | -24.4% | +62.6% | +47.3% |
| 6M | +48.5% | +19.0% | +29.5% | +33.6% |
| YTD | +8.0% | +25.4% | -17.4% | -5.6% |
| 1Y | +18.7% | +39.8% | -21.1% | -3.4% |
| 3Y | +999.1% | +177.7% | +821.4% | +471.4% |
| 5Y | +181.7% | -11.0% | +192.7% | +77.3% |
| All | +250.7% | -9.7% | +260.4% | +116.6% |
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