-34.2%
CIFR vs HTZ
-92.5%
+58.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -8.4% | +26.3% | +20.1% |
| 7D | -10.2% | -14.6% | +4.4% | -7.2% |
| 30D | -55.0% | -20.8% | -34.3% | -52.7% |
| 3M | -64.1% | -18.8% | -45.2% | -63.2% |
| 6M | -70.1% | -74.7% | +4.6% | -59.8% |
| YTD | -55.7% | -68.1% | +12.4% | -45.1% |
| 1Y | -69.9% | -73.5% | +3.6% | -60.9% |
| 3Y | +68.7% | -81.8% | +150.5% | +111.7% |
| 5Y | -26.2% | -95.2% | +69.0% | +44.1% |
| All | -34.2% | -92.5% | +58.4% | +26.2% |
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