+87.0%
CIFR vs HDB
-17.0%
+103.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.5% |
| 7D | +26.7% | -2.0% | +28.7% | +27.7% |
| 30D | +7.7% | -4.9% | +12.6% | +9.6% |
| 3M | -23.8% | -2.3% | -21.5% | -24.6% |
| 6M | +35.9% | -23.7% | +59.6% | +50.2% |
| YTD | +25.4% | -38.5% | +63.9% | +50.8% |
| 1Y | +139.8% | -36.5% | +176.2% | +183.7% |
| 3Y | +515.0% | -28.5% | +543.4% | +580.0% |
| 5Y | +52.1% | -37.4% | +89.5% | +66.4% |
| All | +87.0% | -17.0% | +103.9% | +105.2% |
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