+146.9%
CIFR vs HBM
+438.5%
-291.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | -1.3% | +10.6% | +10.9% |
| 30D | -45.3% | -14.8% | -30.5% | -38.2% |
| 3M | -58.7% | -20.7% | -38.0% | -50.8% |
| 6M | -64.9% | -13.9% | -51.0% | -61.6% |
| YTD | -51.8% | +10.6% | -62.5% | -55.7% |
| 1Y | -61.9% | +32.4% | -94.3% | -69.1% |
| All | +146.9% | +438.5% | -291.6% | -43.1% |
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