-35.1%
CIFR vs HONA
-24.2%
-10.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.2% | -8.9% |
| 7D | +11.3% | -0.6% | +12.0% | +11.2% |
| 30D | +3.5% | -7.1% | +10.5% | +2.7% |
| All | -35.1% | -24.2% | -10.9% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling