+87.0%
CIFR vs HL
+306.2%
-219.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | +26.7% | +7.1% | +19.6% | +24.2% |
| 30D | +7.7% | +21.4% | -13.7% | +1.8% |
| 3M | -23.8% | +37.4% | -61.2% | -30.7% |
| 6M | +35.9% | +0.4% | +35.5% | +34.2% |
| YTD | +25.4% | +6.7% | +18.7% | +20.6% |
| 1Y | +139.8% | +102.4% | +37.4% | +90.6% |
| 3Y | +515.0% | +417.4% | +97.5% | +268.8% |
| 5Y | +52.1% | +243.3% | -191.2% | -5.8% |
| All | +87.0% | +306.2% | -219.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling