-30.7%
CIFR vs HL
+160.1%
-190.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.5% |
| 7D | +4.8% | -11.1% | +15.9% | +8.5% |
| 30D | -31.0% | -12.1% | -18.9% | -28.8% |
| 3M | -58.7% | -26.1% | -32.6% | -55.0% |
| 6M | -67.7% | -37.7% | -30.0% | -63.3% |
| YTD | -53.5% | -31.7% | -21.8% | -49.2% |
| 1Y | -54.1% | -11.6% | -42.4% | -53.3% |
| 3Y | +138.2% | +249.6% | -111.4% | +61.0% |
| 5Y | -18.5% | +108.5% | -127.0% | -42.3% |
| All | -30.7% | +160.1% | -190.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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