-27.8%
CIFR vs HIMS
+87.9%
-115.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +2.3% |
| 7D | +28.8% | -18.0% | +46.8% | +36.8% |
| 30D | -36.9% | -33.6% | -3.4% | -27.8% |
| 3M | -60.0% | -34.2% | -25.8% | -54.4% |
| 6M | -64.4% | -21.2% | -43.2% | -61.9% |
| YTD | -51.6% | -39.2% | -12.3% | -47.0% |
| 1Y | -58.9% | -49.4% | -9.4% | -51.7% |
| 3Y | +139.9% | +189.7% | -49.8% | +34.6% |
| 5Y | -15.1% | +166.6% | -181.7% | -57.9% |
| All | -27.8% | +87.9% | -115.7% | -63.1% |
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