+471.3%
CIFR vs HUM
-11.4%
+482.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -8.2% | -1.4% | -6.8% | -8.0% |
| 30D | -7.4% | +7.5% | -14.9% | -8.4% |
| 3M | -24.2% | +10.2% | -34.4% | -25.0% |
| 6M | +14.2% | +132.5% | -118.3% | +0.8% |
| YTD | +8.0% | +57.6% | -49.6% | -0.4% |
| 1Y | +55.5% | +48.6% | +6.9% | +44.0% |
| All | +471.3% | -11.4% | +482.7% | +427.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling