+505.7%
CIFR vs HL
+418.2%
+87.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.9% | -10.6% | -9.4% |
| 7D | +11.3% | +0.4% | +10.9% | +11.1% |
| 30D | +3.5% | +18.8% | -15.3% | -2.8% |
| 3M | -26.6% | +43.7% | -70.4% | -36.1% |
| 6M | +18.1% | -1.0% | +19.1% | +16.1% |
| YTD | +14.5% | +8.7% | +5.8% | +7.5% |
| 1Y | +83.3% | +105.0% | -21.7% | +34.5% |
| All | +505.7% | +418.2% | +87.5% | +195.5% |
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