-37.4%
CIFR vs HTZ
-94.7%
+57.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -20.8% | +6.2% | -8.9% |
| 7D | -31.5% | -7.7% | -23.7% | -30.3% |
| 30D | -64.2% | -13.1% | -51.1% | -63.1% |
| 3M | -70.3% | +14.7% | -85.1% | -72.8% |
| 6M | -74.9% | -70.6% | -4.3% | -67.1% |
| YTD | -62.4% | -65.2% | +2.8% | -54.0% |
| 1Y | -77.5% | -73.2% | -4.4% | -70.5% |
| 3Y | +35.4% | -80.8% | +116.2% | +76.9% |
| 5Y | -37.4% | -94.8% | +57.4% | +24.7% |
| All | -37.4% | -94.7% | +57.3% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling