+138.2%
CIFR vs HL
+247.8%
-109.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | +4.8% | -11.1% | +15.9% | +9.5% |
| 30D | -31.0% | -12.1% | -18.9% | -28.1% |
| 3M | -58.7% | -26.1% | -32.6% | -53.9% |
| 6M | -67.7% | -37.7% | -30.0% | -62.1% |
| YTD | -53.5% | -31.7% | -21.8% | -48.3% |
| 1Y | -54.1% | -11.6% | -42.4% | -53.5% |
| 3Y | +138.2% | +249.6% | -111.4% | +35.8% |
| All | +138.2% | +247.8% | -109.6% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling