+70.7%
CIFR vs HSY
+34.1%
+36.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.9% |
| 7D | +11.3% | -3.0% | +14.3% | +10.3% |
| 30D | +3.5% | -5.0% | +8.5% | +1.9% |
| 3M | -26.6% | -1.3% | -25.3% | -26.3% |
| 6M | +18.1% | -21.5% | +39.6% | +12.3% |
| YTD | +14.5% | -3.3% | +17.8% | +15.9% |
| 1Y | +83.3% | -5.5% | +88.8% | +85.7% |
| 3Y | +461.5% | -9.9% | +471.4% | +478.5% |
| 5Y | +29.3% | +11.3% | +18.0% | +38.4% |
| All | +70.7% | +34.1% | +36.6% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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