+79.2%
CIFR vs HSY
+34.9%
+44.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +1.8% |
| 7D | +16.9% | -3.3% | +20.2% | +15.7% |
| 30D | -5.2% | -2.8% | -2.4% | -5.9% |
| 3M | -30.6% | -4.5% | -26.1% | -30.6% |
| 6M | +10.6% | -24.2% | +34.8% | +4.2% |
| YTD | +20.2% | -2.7% | +22.9% | +21.9% |
| 1Y | +139.7% | -3.7% | +143.5% | +144.2% |
| 3Y | +489.4% | -11.5% | +500.8% | +505.9% |
| 5Y | +54.4% | +10.3% | +44.1% | +65.5% |
| All | +79.2% | +34.9% | +44.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling