-25.3%
CIFR vs HSY
+11.7%
-36.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | -19.6% | +3.8% | -23.4% | -17.8% |
| 30D | -51.7% | +6.9% | -58.6% | -49.8% |
| 3M | -60.0% | -4.1% | -55.9% | -59.9% |
| 6M | -68.2% | -5.0% | -63.2% | -67.8% |
| YTD | -55.8% | -2.3% | -53.5% | -54.3% |
| 1Y | -66.8% | +6.1% | -72.9% | -64.8% |
| 3Y | +119.1% | -0.7% | +119.8% | +134.8% |
| 5Y | -25.3% | +9.9% | -35.2% | -5.0% |
| All | -25.3% | +11.7% | -36.9% | -5.0% |
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