-28.5%
CIFR vs HTZ
-92.5%
+64.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.3% | -0.5% | +6.4% |
| 7D | +9.4% | -27.4% | +36.8% | +18.8% |
| 30D | -45.3% | -11.4% | -34.0% | -44.2% |
| 3M | -58.7% | -33.1% | -25.6% | -55.2% |
| 6M | -64.9% | -73.5% | +8.6% | -53.4% |
| YTD | -51.8% | -68.1% | +16.3% | -40.3% |
| 1Y | -61.9% | -74.3% | +12.4% | -50.1% |
| 3Y | +138.6% | -80.9% | +219.5% | +192.1% |
| 5Y | -13.0% | -93.8% | +80.8% | +63.0% |
| All | -28.5% | -92.5% | +64.1% | +37.1% |
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