+515.0%
CIFR vs HIMS
+317.3%
+197.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.8% |
| 7D | +26.7% | -0.9% | +27.6% | +27.0% |
| 30D | +7.7% | -10.8% | +18.6% | +11.4% |
| 3M | -23.8% | +3.7% | -27.5% | -25.7% |
| 6M | +35.9% | +79.0% | -43.1% | +4.0% |
| YTD | +25.4% | -13.2% | +38.6% | +22.8% |
| 1Y | +139.8% | -43.3% | +183.0% | +169.2% |
| 3Y | +515.0% | +331.4% | +183.6% | +144.6% |
| All | +515.0% | +317.3% | +197.6% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling