+148.3%
CIFR vs HST
+87.3%
+60.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.7% |
| 7D | +28.8% | +3.6% | +25.2% | +23.2% |
| 30D | -36.9% | +9.9% | -46.9% | -43.5% |
| 3M | -60.0% | +12.9% | -72.9% | -65.7% |
| 6M | -64.4% | +22.9% | -87.2% | -73.2% |
| YTD | -51.6% | +52.4% | -104.0% | -72.2% |
| 1Y | -58.9% | +52.5% | -111.4% | -76.7% |
| All | +148.3% | +87.3% | +60.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling