+61.0%
CIFR vs HPE
+594.3%
-533.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.2% | +0.6% | -1.2% |
| 7D | -8.2% | +1.4% | -9.7% | -9.9% |
| 30D | -7.4% | +1.5% | -8.9% | -9.1% |
| 3M | -24.2% | +21.7% | -45.9% | -34.8% |
| 6M | +14.2% | +164.2% | -150.0% | -45.5% |
| YTD | +8.0% | +132.1% | -124.1% | -43.8% |
| 1Y | +55.5% | +130.6% | -75.1% | -18.5% |
| 3Y | +429.6% | +244.1% | +185.4% | +124.3% |
| 5Y | +20.8% | +340.8% | -320.1% | -53.2% |
| All | +61.0% | +594.3% | -533.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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