-15.1%
CIFR vs HL
+114.5%
-129.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +2.6% |
| 7D | +28.8% | -7.6% | +36.4% | +32.7% |
| 30D | -36.9% | -17.5% | -19.5% | -32.7% |
| 3M | -60.0% | -26.2% | -33.8% | -55.4% |
| 6M | -64.4% | -35.1% | -29.3% | -58.9% |
| YTD | -51.6% | -30.4% | -21.2% | -46.7% |
| 1Y | -58.9% | -14.0% | -44.9% | -58.2% |
| 3Y | +139.9% | +256.3% | -116.4% | +31.1% |
| 5Y | -15.1% | +112.5% | -127.6% | -49.6% |
| All | -15.1% | +114.5% | -129.6% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling