-71.1%
CIFR vs HIMS
-41.7%
-29.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.7% | -23.7% | -21.3% |
| 7D | -26.7% | -9.1% | -17.6% | -24.2% |
| 30D | -58.0% | -10.1% | -47.9% | -56.3% |
| 3M | -68.1% | -17.1% | -51.0% | -66.2% |
| 6M | -63.7% | -2.2% | -61.4% | -63.8% |
| YTD | -56.0% | -17.9% | -38.1% | -40.0% |
| 1Y | -71.1% | -37.7% | -33.4% | -41.2% |
| All | -71.1% | -41.7% | -29.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 1y: compounded portfolio wealth divided by compounded HIMS 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…
1y analysis · Full analysis span regression · 6 months rolling