+79.2%
CIFR vs HCA
+216.6%
-137.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.2% |
| 7D | +16.9% | -3.1% | +20.0% | +17.3% |
| 30D | -5.2% | -1.1% | -4.1% | -5.2% |
| 3M | -30.6% | +12.2% | -42.7% | -32.2% |
| 6M | +10.6% | -25.3% | +35.9% | +15.7% |
| YTD | +20.2% | -12.9% | +33.1% | +22.5% |
| 1Y | +139.7% | -0.9% | +140.7% | +139.7% |
| 3Y | +489.4% | +47.6% | +441.7% | +416.4% |
| 5Y | +54.4% | +67.0% | -12.6% | +23.9% |
| All | +79.2% | +216.6% | -137.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling