+505.7%
CIFR vs HBM
+506.5%
-0.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.3% |
| 7D | +11.3% | +5.5% | +5.8% | +7.4% |
| 30D | +3.5% | +3.3% | +0.2% | +1.3% |
| 3M | -26.6% | +12.7% | -39.3% | -33.7% |
| 6M | +18.1% | +28.2% | -10.1% | -3.7% |
| YTD | +14.5% | +45.3% | -30.8% | -13.8% |
| 1Y | +83.3% | +121.7% | -38.4% | +5.4% |
| All | +505.7% | +506.5% | -0.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling