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  • CIFR vs HSY✓SelectedUSD · HSYCIFR vs HSY performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs HSY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+41.6%
HSY return
+11.3%
Excess return
+30.3%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioHSYExcessAlpha
1D+4.3%+0.1%+4.3%+4.4%
7D+26.7%-1.6%+28.2%+26.1%
30D+7.7%-4.2%+12.0%+6.4%
3M-23.8%-0.7%-23.1%-23.3%
6M+35.9%-21.8%+57.7%+28.7%
YTD+25.4%-2.7%+28.1%+27.4%
1Y+139.8%-4.8%+144.6%+143.9%
3Y+515.0%-9.4%+524.3%+534.4%
All+41.6%+11.3%+30.3%+54.9%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling