-71.1%
CIFR vs HUBB
-4.0%
-67.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.5% | -17.5% | -16.8% |
| 7D | -26.7% | +0.2% | -26.9% | -25.9% |
| 30D | -58.0% | -8.8% | -49.2% | -52.6% |
| 3M | -68.1% | -12.5% | -55.6% | -62.0% |
| 6M | -63.7% | -14.5% | -49.1% | -56.3% |
| YTD | -56.0% | -0.4% | -55.5% | -59.5% |
| 1Y | -71.1% | -3.4% | -67.7% | -71.5% |
| All | -71.1% | -4.0% | -67.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling