-33.9%
CIFR vs HAS
+71.6%
-105.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +18.2% |
| 7D | -10.2% | -0.2% | -10.1% | -10.5% |
| 30D | -55.0% | +31.0% | -86.1% | -62.5% |
| 3M | -64.1% | +30.7% | -94.7% | -70.1% |
| 6M | -70.1% | +23.9% | -94.0% | -74.7% |
| YTD | -55.7% | +48.3% | -104.0% | -66.9% |
| 1Y | -69.9% | +60.2% | -130.1% | -78.6% |
| 3Y | +68.7% | +189.2% | -120.5% | -22.7% |
| 5Y | -26.2% | +50.4% | -76.6% | -51.8% |
| All | -33.9% | +71.6% | -105.5% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling