+215.3%
HPQ vs CLSK
-60.8%
+276.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.8% | +1.6% | +8.3% |
| 7D | +9.8% | +7.7% | +2.0% | +9.6% |
| 30D | +22.4% | +12.2% | +10.1% | +22.0% |
| 3M | +45.2% | -15.5% | +60.6% | +45.2% |
| 6M | +96.4% | +39.3% | +57.1% | +94.4% |
| YTD | +65.4% | +35.1% | +30.3% | +63.4% |
| 1Y | +31.6% | +34.0% | -2.4% | +29.8% |
| 3Y | +37.0% | +226.3% | -189.2% | +31.5% |
| 5Y | +53.0% | +6.4% | +46.6% | +46.9% |
| All | +215.3% | -60.8% | +276.2% | +196.0% |
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