-28.2%
CIFR vs HIMS
+98.2%
-126.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.8% | +0.1% | +5.9% |
| 7D | +9.4% | -21.9% | +31.3% | +18.6% |
| 30D | -45.3% | -32.1% | -13.2% | -37.7% |
| 3M | -58.7% | -31.8% | -26.9% | -53.4% |
| 6M | -64.9% | -28.6% | -36.4% | -61.5% |
| YTD | -51.8% | -35.9% | -15.9% | -48.2% |
| 1Y | -61.9% | -47.6% | -14.3% | -55.7% |
| 3Y | +138.6% | +205.6% | -67.0% | +31.6% |
| 5Y | -13.0% | +170.3% | -183.2% | -57.5% |
| All | -28.2% | +98.2% | -126.4% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling