+20.8%
CIFR vs HUM
+0.5%
+20.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -8.2% | -1.4% | -6.8% | -8.2% |
| 30D | -7.4% | +7.5% | -14.9% | -7.7% |
| 3M | -24.2% | +10.2% | -34.4% | -24.3% |
| 6M | +14.2% | +132.5% | -118.3% | +11.5% |
| YTD | +8.0% | +57.6% | -49.6% | +5.8% |
| 1Y | +55.5% | +48.6% | +6.9% | +52.0% |
| 3Y | +429.6% | -11.2% | +440.7% | +381.7% |
| 5Y | +20.8% | +4.8% | +16.0% | +20.0% |
| All | +20.8% | +0.5% | +20.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling