-33.9%
CIFR vs HST
+191.8%
-225.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | 0.0% | +18.0% | +18.0% |
| 7D | -10.2% | -2.7% | -7.5% | -8.4% |
| 30D | -55.0% | +10.7% | -65.7% | -57.8% |
| 3M | -64.1% | +6.3% | -70.3% | -65.5% |
| 6M | -70.1% | +19.0% | -89.1% | -73.5% |
| YTD | -55.7% | +47.0% | -102.7% | -65.3% |
| 1Y | -69.9% | +53.4% | -123.3% | -77.2% |
| 3Y | +68.7% | +78.0% | -9.3% | +22.4% |
| 5Y | -26.2% | +71.7% | -97.9% | -45.5% |
| All | -33.9% | +191.8% | -225.6% | -51.2% |
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