+79.2%
CIFR vs HPQ
+105.7%
-26.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.0% |
| 7D | +16.9% | +6.9% | +10.0% | +12.8% |
| 30D | -5.2% | +14.4% | -19.6% | -13.4% |
| 3M | -30.6% | +25.6% | -56.2% | -41.7% |
| 6M | +10.6% | +75.0% | -64.4% | -28.5% |
| YTD | +20.2% | +50.7% | -30.5% | -14.6% |
| 1Y | +139.7% | +18.7% | +121.1% | +101.9% |
| 3Y | +489.4% | +21.5% | +467.8% | +376.1% |
| 5Y | +54.4% | +31.6% | +22.8% | +25.1% |
| All | +79.2% | +105.7% | -26.5% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling