+29.3%
CIFR vs HBM
+392.2%
-362.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.4% |
| 7D | +11.3% | +5.5% | +5.8% | +8.2% |
| 30D | +3.5% | +3.3% | +0.2% | +1.9% |
| 3M | -26.6% | +12.7% | -39.3% | -32.0% |
| 6M | +18.1% | +28.2% | -10.1% | +1.9% |
| YTD | +14.5% | +45.3% | -30.8% | -6.6% |
| 1Y | +83.3% | +121.7% | -38.4% | +22.5% |
| 3Y | +461.5% | +523.5% | -62.1% | +132.9% |
| 5Y | +29.3% | +393.9% | -364.6% | -33.4% |
| All | +29.3% | +392.2% | -362.9% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling