+61.0%
CIFR vs HPQ
+108.2%
-47.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -6.2% |
| 7D | -8.2% | +3.5% | -11.7% | -10.3% |
| 30D | -7.4% | +13.7% | -21.1% | -15.1% |
| 3M | -24.2% | +33.9% | -58.0% | -39.2% |
| 6M | +14.2% | +80.9% | -66.7% | -27.8% |
| YTD | +8.0% | +52.6% | -44.6% | -24.1% |
| 1Y | +55.5% | +21.2% | +34.3% | +29.0% |
| 3Y | +429.6% | +26.9% | +402.7% | +315.2% |
| 5Y | +20.8% | +41.1% | -20.4% | -3.8% |
| All | +61.0% | +108.2% | -47.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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