+505.7%
CIFR vs HCA
+57.7%
+448.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.9% | -13.6% | -7.5% |
| 7D | +11.3% | +4.9% | +6.4% | +12.7% |
| 30D | +3.5% | +1.9% | +1.6% | +4.4% |
| 3M | -26.6% | +12.7% | -39.4% | -24.4% |
| 6M | +18.1% | -22.3% | +40.4% | +15.6% |
| YTD | +14.5% | -9.3% | +23.8% | +15.8% |
| 1Y | +83.3% | +2.7% | +80.6% | +93.8% |
| All | +505.7% | +57.7% | +448.0% | +596.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling