-30.7%
CIFR vs HBM
+372.3%
-403.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.5% |
| 7D | +4.8% | +2.2% | +2.6% | +3.6% |
| 30D | -31.0% | -11.8% | -19.2% | -26.4% |
| 3M | -58.7% | -19.2% | -39.5% | -53.9% |
| 6M | -67.7% | -22.9% | -44.8% | -63.5% |
| YTD | -53.5% | +7.8% | -61.3% | -54.1% |
| 1Y | -54.1% | +34.9% | -89.0% | -58.6% |
| 3Y | +138.2% | +422.2% | -284.0% | +36.3% |
| 5Y | -18.5% | +192.8% | -211.4% | -49.9% |
| All | -30.7% | +372.3% | -403.0% | -58.4% |
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