+70.2%
CIFR vs HLT
+250.7%
-180.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.0% |
| 30D | -5.7% | -5.0% | -0.7% | -2.3% |
| 3M | -25.5% | -10.4% | -15.1% | -19.6% |
| 6M | +19.4% | +3.2% | +16.2% | +16.7% |
| YTD | +14.2% | +6.7% | +7.4% | +8.4% |
| 1Y | +69.0% | +10.3% | +58.7% | +55.0% |
| 3Y | +503.9% | +99.3% | +404.6% | +312.3% |
| 5Y | +27.7% | +143.7% | -116.0% | -16.3% |
| All | +70.2% | +250.7% | -180.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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