+87.0%
CIFR vs HUT
+2,454.3%
-2,367.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.0% | +1.0% |
| 7D | +26.7% | +28.3% | -1.6% | +11.3% |
| 30D | +7.7% | +12.3% | -4.6% | +2.5% |
| 3M | -23.8% | -16.8% | -7.0% | -11.9% |
| 6M | +35.9% | +111.4% | -75.5% | -5.3% |
| YTD | +25.4% | +116.6% | -91.2% | -12.5% |
| 1Y | +139.8% | +290.5% | -150.7% | +27.4% |
| 3Y | +515.0% | +792.3% | -277.3% | +146.8% |
| 5Y | +52.1% | +94.1% | -42.0% | -28.5% |
| All | +87.0% | +2,454.3% | -2,367.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HUT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling