-34.0%
CIFR vs HSY
+35.5%
-69.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | -19.6% | +3.8% | -23.4% | -18.0% |
| 30D | -51.7% | +6.9% | -58.6% | -50.0% |
| 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% | -54.4% |
| 1Y | -66.8% | +6.1% | -72.9% | -65.0% |
| 3Y | +119.1% | -0.7% | +119.8% | +133.6% |
| 5Y | -25.3% | +9.9% | -35.2% | -18.0% |
| All | -34.0% | +35.5% | -69.5% | -30.2% |
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