+79.2%
CIFR vs HAS
+33.5%
+45.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +16.9% | -1.8% | +18.7% | +18.3% |
| 30D | -5.2% | +2.3% | -7.4% | -6.9% |
| 3M | -30.6% | +10.4% | -40.9% | -35.7% |
| 6M | +10.6% | -3.2% | +13.8% | +11.1% |
| YTD | +20.2% | +15.4% | +4.8% | +6.6% |
| 1Y | +139.7% | +18.8% | +120.9% | +107.5% |
| 3Y | +489.4% | +43.9% | +445.4% | +326.2% |
| 5Y | +54.4% | +13.9% | +40.5% | +19.6% |
| All | +79.2% | +33.5% | +45.6% | +37.7% |
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