+139.7%
CIFR vs HST
+38.1%
+101.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | +16.9% | -1.0% | +18.0% | +17.5% |
| 30D | -5.2% | -12.3% | +7.1% | +1.0% |
| 3M | -30.6% | -6.4% | -24.2% | -29.6% |
| 6M | +10.6% | +15.0% | -4.4% | -0.6% |
| YTD | +20.2% | +30.5% | -10.3% | +11.5% |
| 1Y | +139.7% | +35.7% | +104.1% | +107.8% |
| All | +139.7% | +38.1% | +101.6% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling