+498.5%
HPE vs CLSK
-60.8%
+559.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.8% | +5.6% | +12.3% |
| 7D | +19.4% | +7.7% | +11.7% | +19.2% |
| 30D | +5.6% | +12.2% | -6.6% | +5.3% |
| 3M | +33.1% | -15.5% | +48.5% | +33.4% |
| 6M | +192.5% | +39.3% | +153.1% | +189.9% |
| YTD | +160.9% | +35.1% | +125.8% | +158.3% |
| 1Y | +155.0% | +34.0% | +120.9% | +152.0% |
| 3Y | +289.4% | +226.3% | +63.2% | +276.0% |
| 5Y | +395.7% | +6.4% | +389.3% | +378.6% |
| All | +498.5% | -60.8% | +559.4% | +473.3% |
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