+138.2%
CIFR vs HIMS
+191.0%
-52.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | -24.1% | +28.9% | +14.5% |
| 30D | -31.0% | -28.8% | -2.2% | -22.4% |
| 3M | -58.7% | -31.4% | -27.3% | -53.3% |
| 6M | -67.7% | -18.3% | -49.4% | -65.7% |
| YTD | -53.5% | -39.2% | -14.3% | -48.5% |
| 1Y | -54.1% | -45.3% | -8.8% | -46.7% |
| 3Y | +138.2% | +181.9% | -43.7% | +19.1% |
| All | +138.2% | +191.0% | -52.8% | +19.1% |
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 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