-28.2%
CIFR vs HUT
+1,467.7%
-1,495.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.6% | +1.3% | +4.8% |
| 7D | +9.4% | +24.8% | -15.4% | -2.2% |
| 30D | -45.3% | -28.4% | -16.9% | -33.0% |
| 3M | -58.7% | -31.2% | -27.5% | -47.7% |
| 6M | -64.9% | -40.2% | -24.7% | -50.0% |
| YTD | -51.8% | +32.9% | -84.7% | -55.3% |
| 1Y | -61.9% | +39.1% | -101.0% | -65.7% |
| 3Y | +138.6% | +462.8% | -324.2% | +25.3% |
| 5Y | -13.0% | -13.9% | +0.9% | -45.2% |
| All | -28.2% | +1,467.7% | -1,495.8% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling