+79.2%
CIFR vs HBM
+505.8%
-426.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.6% |
| 7D | +16.9% | -6.4% | +23.3% | +20.6% |
| 30D | -5.2% | +5.9% | -11.1% | -7.7% |
| 3M | -30.6% | -8.9% | -21.7% | -28.0% |
| 6M | +10.6% | +10.7% | -0.1% | +4.9% |
| YTD | +20.2% | +38.3% | -18.1% | +4.6% |
| 1Y | +139.7% | +121.3% | +18.4% | +74.8% |
| 3Y | +489.4% | +450.6% | +38.8% | +212.3% |
| 5Y | +54.4% | +338.0% | -283.6% | -16.5% |
| All | +79.2% | +505.8% | -426.7% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling