-25.3%
CIFR vs HTZ
-94.3%
+69.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -1.9% |
| 7D | -19.6% | -27.5% | +8.0% | -13.2% |
| 30D | -51.7% | -21.9% | -29.8% | -49.0% |
| 3M | -60.0% | -29.2% | -30.8% | -57.3% |
| 6M | -68.2% | -75.2% | +7.0% | -56.6% |
| YTD | -55.8% | -70.8% | +15.1% | -43.5% |
| 1Y | -66.8% | -76.1% | +9.3% | -55.2% |
| 3Y | +119.1% | -82.5% | +201.6% | +186.0% |
| 5Y | -25.3% | -94.1% | +68.8% | +60.2% |
| All | -25.3% | -94.3% | +69.0% | +60.2% |
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 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