+61.0%
CIFR vs HIMS
+161.3%
-100.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -5.1% |
| 7D | -8.2% | -1.4% | -6.9% | -7.8% |
| 30D | -7.4% | -10.1% | +2.7% | -4.5% |
| 3M | -24.2% | -1.2% | -22.9% | -24.6% |
| 6M | +14.2% | +16.9% | -2.7% | +4.7% |
| YTD | +8.0% | -15.5% | +23.5% | +6.2% |
| 1Y | +55.5% | -42.6% | +98.1% | +71.8% |
| 3Y | +429.6% | +320.2% | +109.4% | +164.1% |
| 5Y | +20.8% | +215.0% | -194.3% | -46.0% |
| All | +61.0% | +161.3% | -100.3% | -26.1% |
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