+70.2%
CIFR vs HBAN
+123.6%
-53.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | -5.0% | -1.0% | -4.0% | -4.4% |
| 30D | -5.7% | -5.6% | -0.1% | -2.1% |
| 3M | -25.5% | -1.1% | -24.4% | -25.4% |
| 6M | +19.4% | +9.9% | +9.5% | +12.4% |
| YTD | +14.2% | -0.9% | +15.1% | +13.0% |
| 1Y | +69.0% | -1.4% | +70.4% | +67.3% |
| 3Y | +503.9% | +78.2% | +425.7% | +394.3% |
| 5Y | +27.7% | +37.0% | -9.4% | +11.3% |
| All | +70.2% | +123.6% | -53.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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