-34.0%
CIFR vs HDB
-4.1%
-30.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | -19.6% | +12.7% | -32.3% | -23.6% |
| 30D | -51.7% | +16.6% | -68.3% | -54.9% |
| 3M | -60.0% | +10.8% | -70.8% | -61.9% |
| 6M | -68.2% | +3.8% | -72.1% | -69.3% |
| YTD | -55.8% | -28.9% | -26.9% | -50.0% |
| 1Y | -66.8% | -28.0% | -38.8% | -62.7% |
| 3Y | +119.1% | -7.2% | +126.3% | +117.8% |
| 5Y | -25.3% | -22.2% | -3.0% | -22.7% |
| All | -34.0% | -4.1% | -30.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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