+61.0%
CIFR vs HL
+297.5%
-236.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.0% | -1.7% | -4.5% |
| 7D | -8.2% | -5.6% | -2.6% | -6.7% |
| 30D | -7.4% | +12.7% | -20.1% | -10.5% |
| 3M | -24.2% | +42.5% | -66.7% | -31.8% |
| 6M | +14.2% | -9.0% | +23.2% | +15.9% |
| YTD | +8.0% | +4.4% | +3.6% | +4.5% |
| 1Y | +55.5% | +82.7% | -27.2% | +27.0% |
| 3Y | +429.6% | +406.3% | +23.3% | +219.6% |
| 5Y | +20.8% | +238.2% | -217.4% | -24.8% |
| All | +61.0% | +297.5% | -236.5% | -0.8% |
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