-33.2%
CIFR vs ALHC
-59.6%
+26.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.8% |
| 7D | +9.4% | -5.5% | +14.9% | +10.9% |
| 30D | -45.3% | -4.9% | -40.4% | -44.9% |
| 3M | -58.7% | -41.7% | -16.9% | -54.1% |
| 6M | -64.9% | -55.2% | -9.8% | -60.0% |
| YTD | -51.8% | -61.1% | +9.2% | -43.7% |
| 1Y | -61.9% | -53.3% | -8.6% | -57.8% |
| 3Y | +138.6% | +28.2% | +110.4% | +72.0% |
| 5Y | -13.0% | -65.8% | +52.8% | -30.5% |
| All | -33.2% | -59.6% | +26.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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