-38.8%
CIFR vs HONA
-23.1%
-15.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.4% | -7.1% | -5.6% |
| 7D | -8.2% | -0.8% | -7.5% | -8.3% |
| 30D | -7.4% | -7.3% | 0.0% | -8.1% |
| All | -38.8% | -23.1% | -15.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 HONA 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 · Available span rolling