+87.0%
CIFR vs HCA
+214.3%
-127.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.4% |
| 7D | +26.7% | -2.8% | +29.5% | +27.1% |
| 30D | +7.7% | -2.7% | +10.5% | +7.9% |
| 3M | -23.8% | +11.5% | -35.3% | -25.5% |
| 6M | +35.9% | -24.3% | +60.2% | +41.9% |
| YTD | +25.4% | -13.6% | +39.0% | +27.9% |
| 1Y | +139.8% | -3.2% | +143.0% | +140.5% |
| 3Y | +515.0% | +50.4% | +464.5% | +434.4% |
| 5Y | +52.1% | +64.8% | -12.7% | +22.2% |
| All | +87.0% | +214.3% | -127.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HCA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling