-31.0%
CIFR vs HTZ
-93.2%
+62.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | +4.8% | -8.5% | +13.3% | +7.3% |
| 30D | -31.0% | -18.9% | -12.1% | -27.9% |
| 3M | -58.7% | -36.0% | -22.7% | -54.6% |
| 6M | -67.7% | -74.6% | +6.9% | -56.6% |
| YTD | -53.5% | -70.8% | +17.3% | -41.0% |
| 1Y | -54.1% | -75.3% | +21.2% | -39.3% |
| 3Y | +138.2% | -81.6% | +219.8% | +191.0% |
| 5Y | -18.5% | -94.4% | +75.9% | +56.7% |
| All | -31.0% | -93.2% | +62.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling