+467.8%
HPE vs CLSK
-61.9%
+529.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.2% |
| 7D | +13.6% | +17.2% | -3.6% | +13.2% |
| 30D | +7.7% | +14.6% | -6.9% | +7.4% |
| 3M | +22.4% | -16.8% | +39.2% | +22.7% |
| 6M | +172.6% | +38.2% | +134.4% | +170.2% |
| YTD | +147.5% | +31.2% | +116.3% | +145.2% |
| 1Y | +151.8% | +37.3% | +114.5% | +148.8% |
| 3Y | +267.1% | +201.8% | +65.2% | +254.8% |
| 5Y | +362.8% | -1.6% | +364.3% | +347.2% |
| All | +467.8% | -61.9% | +529.7% | +444.1% |
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 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