-27.8%
CIFR vs HBM
+377.6%
-405.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.3% |
| 7D | +28.8% | +5.1% | +23.8% | +25.9% |
| 30D | -36.9% | -15.8% | -21.1% | -31.2% |
| 3M | -60.0% | -22.4% | -37.6% | -54.5% |
| 6M | -64.4% | -20.2% | -44.1% | -60.3% |
| YTD | -51.6% | +9.0% | -60.6% | -52.4% |
| 1Y | -58.9% | +27.4% | -86.2% | -62.0% |
| 3Y | +139.9% | +424.2% | -284.3% | +36.8% |
| 5Y | -15.1% | +196.1% | -211.2% | -48.1% |
| All | -27.8% | +377.6% | -405.4% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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