-21.0%
CIFR vs HST
+82.3%
-103.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +4.8% | +3.6% | +1.2% | +1.3% |
| 30D | -31.0% | +11.2% | -42.2% | -37.5% |
| 3M | -58.7% | +13.1% | -71.8% | -63.4% |
| 6M | -67.7% | +23.9% | -91.6% | -74.1% |
| YTD | -53.5% | +52.3% | -105.8% | -69.1% |
| 1Y | -54.1% | +56.7% | -110.7% | -70.7% |
| 3Y | +138.2% | +87.5% | +50.7% | +36.6% |
| All | -21.0% | +82.3% | -103.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling