+70.2%
CIFR vs HBM
+485.9%
-415.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -5.0% | -3.3% | -1.7% | -3.5% |
| 30D | -5.7% | -4.8% | -0.9% | -3.3% |
| 3M | -25.5% | -0.4% | -25.1% | -26.0% |
| 6M | +19.4% | +17.9% | +1.5% | +10.4% |
| YTD | +14.2% | +33.7% | -19.6% | +1.0% |
| 1Y | +69.0% | +95.6% | -26.6% | +29.5% |
| 3Y | +503.9% | +458.1% | +45.8% | +221.5% |
| 5Y | +27.7% | +329.0% | -301.3% | -29.9% |
| All | +70.2% | +485.9% | -415.7% | -8.5% |
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