-54.1%
CIFR vs HUBB
-1.9%
-52.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.8% |
| 7D | +4.8% | +1.8% | +3.1% | +2.6% |
| 30D | -31.0% | -7.7% | -23.3% | -23.0% |
| 3M | -58.7% | -13.6% | -45.2% | -49.9% |
| 6M | -67.7% | -9.1% | -58.6% | -63.7% |
| YTD | -53.5% | -0.7% | -52.8% | -54.0% |
| 1Y | -54.1% | +1.1% | -55.1% | -55.2% |
| All | -54.1% | -1.9% | -52.2% | -55.2% |
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