+471.3%
CIFR vs HLT
+99.0%
+372.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.4% |
| 7D | -8.2% | -2.6% | -5.7% | -5.4% |
| 30D | -7.4% | -2.6% | -4.7% | -4.7% |
| 3M | -24.2% | -9.4% | -14.8% | -14.8% |
| 6M | +14.2% | +2.7% | +11.5% | +8.4% |
| YTD | +8.0% | +6.8% | +1.2% | -4.3% |
| 1Y | +55.5% | +12.4% | +43.2% | +23.8% |
| All | +471.3% | +99.0% | +372.3% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling