-71.1%
CIFR vs HST
+76.4%
-147.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.3% | -21.2% | -20.5% |
| 7D | -26.7% | +3.3% | -30.0% | -27.8% |
| 30D | -58.0% | +16.4% | -74.4% | -60.8% |
| 3M | -68.1% | +5.5% | -73.6% | -68.7% |
| 6M | -63.7% | +31.1% | -94.8% | -69.3% |
| YTD | -56.0% | +55.9% | -111.9% | -62.2% |
| 1Y | -71.1% | +75.6% | -146.7% | -73.0% |
| All | -71.1% | +76.4% | -147.5% | -73.0% |
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