+138.2%
CIFR vs HAS
+212.5%
-74.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.1% |
| 30D | -31.0% | +26.3% | -57.3% | -39.8% |
| 3M | -58.7% | +25.6% | -84.3% | -64.1% |
| 6M | -67.7% | +30.3% | -98.0% | -73.0% |
| YTD | -53.5% | +50.4% | -103.9% | -64.9% |
| 1Y | -54.1% | +57.7% | -111.8% | -66.3% |
| 3Y | +138.2% | +213.4% | -75.2% | -23.1% |
| All | +138.2% | +212.5% | -74.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling