+87.0%
CIFR vs HUM
-2.0%
+89.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +26.7% | +2.1% | +24.6% | +26.6% |
| 30D | +7.7% | +4.7% | +3.0% | +7.5% |
| 3M | -23.8% | +13.5% | -37.3% | -24.0% |
| 6M | +35.9% | +126.7% | -90.8% | +32.8% |
| YTD | +25.4% | +58.5% | -33.1% | +22.9% |
| 1Y | +139.8% | +31.7% | +108.0% | +135.1% |
| 3Y | +515.0% | -10.6% | +525.6% | +467.7% |
| 5Y | +52.1% | +2.5% | +49.6% | +41.4% |
| All | +87.0% | -2.0% | +89.0% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling