+563.4%
CIFR vs HPE
+247.4%
+316.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.7% | -3.4% | -2.4% |
| 7D | +26.7% | +10.1% | +16.6% | +16.4% |
| 30D | +7.7% | +5.3% | +2.5% | +2.3% |
| 3M | -23.8% | +12.7% | -36.5% | -31.9% |
| 6M | +35.9% | +167.7% | -131.8% | -48.0% |
| YTD | +25.4% | +135.5% | -110.0% | -46.5% |
| 1Y | +139.8% | +143.4% | -3.6% | -0.8% |
| All | +563.4% | +247.4% | +316.1% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling