+78.5%
CIFR vs HTZ
-89.5%
+168.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +16.9% | +7.5% | +9.5% | +14.6% |
| 30D | -5.2% | +47.4% | -52.6% | -17.4% |
| 3M | -30.6% | -54.9% | +24.3% | -18.9% |
| 6M | +10.6% | -47.0% | +57.6% | +22.4% |
| YTD | +20.2% | -55.3% | +75.4% | +38.3% |
| 1Y | +139.7% | -57.6% | +197.4% | +168.1% |
| 3Y | +489.4% | -86.6% | +576.0% | +823.7% |
| 5Y | +54.4% | -86.1% | +140.5% | +175.0% |
| All | +78.5% | -89.5% | +168.0% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling