+87.0%
CIFR vs HST
+159.2%
-72.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +26.7% | +2.0% | +24.7% | +25.1% |
| 30D | +7.7% | -5.2% | +13.0% | +11.4% |
| 3M | -23.8% | -6.2% | -17.6% | -21.2% |
| 6M | +35.9% | +20.4% | +15.5% | +20.3% |
| YTD | +25.4% | +30.6% | -5.2% | +5.8% |
| 1Y | +139.8% | +37.4% | +102.4% | +92.9% |
| 3Y | +515.0% | +66.1% | +448.8% | +374.2% |
| 5Y | +52.1% | +73.7% | -21.6% | +21.1% |
| All | +87.0% | +159.2% | -72.2% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling