-30.7%
CIFR vs HPE
+508.7%
-539.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.3% | -1.3% |
| 7D | +4.8% | +7.9% | -3.0% | -0.8% |
| 30D | -31.0% | -23.5% | -7.5% | -14.6% |
| 3M | -58.7% | -19.1% | -39.7% | -51.6% |
| 6M | -67.7% | +51.4% | -119.1% | -76.6% |
| YTD | -53.5% | +103.4% | -157.0% | -73.1% |
| 1Y | -54.1% | +114.4% | -168.4% | -74.5% |
| 3Y | +138.2% | +224.7% | -86.5% | +8.6% |
| 5Y | -18.5% | +277.8% | -296.3% | -64.9% |
| All | -30.7% | +508.7% | -539.4% | -70.6% |
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