+515.0%
CIFR vs HSY
-9.5%
+524.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.4% |
| 7D | +26.7% | -1.6% | +28.2% | +26.0% |
| 30D | +7.7% | -4.2% | +12.0% | +6.2% |
| 3M | -23.8% | -0.7% | -23.1% | -23.3% |
| 6M | +35.9% | -21.8% | +57.7% | +28.5% |
| YTD | +25.4% | -2.7% | +28.1% | +28.0% |
| 1Y | +139.8% | -4.8% | +144.6% | +145.6% |
| 3Y | +515.0% | -9.4% | +524.3% | +537.3% |
| All | +515.0% | -9.5% | +524.5% | +537.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling