-28.2%
CIFR vs HAS
+79.0%
-107.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.8% | +7.1% | +7.8% |
| 7D | +9.4% | +2.0% | +7.4% | +8.3% |
| 30D | -45.3% | +30.9% | -76.2% | -54.1% |
| 3M | -58.7% | +28.8% | -87.4% | -65.2% |
| 6M | -64.9% | +32.3% | -97.3% | -71.5% |
| YTD | -51.8% | +54.7% | -106.5% | -64.9% |
| 1Y | -61.9% | +63.2% | -125.1% | -73.2% |
| 3Y | +138.6% | +220.7% | -82.1% | +2.3% |
| 5Y | -13.0% | +53.3% | -66.3% | -44.5% |
| All | -28.2% | +79.0% | -107.2% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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