+70.2%
CIFR vs HCA
+233.8%
-163.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.6% |
| 7D | -5.0% | +5.4% | -10.4% | -5.6% |
| 30D | -5.7% | +3.0% | -8.7% | -6.1% |
| 3M | -25.5% | +13.0% | -38.6% | -27.1% |
| 6M | +19.4% | -20.3% | +39.7% | +24.0% |
| YTD | +14.2% | -8.2% | +22.4% | +15.6% |
| 1Y | +69.0% | +6.7% | +62.3% | +67.7% |
| 3Y | +503.9% | +60.4% | +443.6% | +420.6% |
| 5Y | +27.7% | +73.4% | -45.8% | +1.9% |
| All | +70.2% | +233.8% | -163.6% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling