-31.2%
CIFR vs HUT
+1,363.9%
-1,395.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.3% | -4.3% | -0.4% |
| 7D | -0.7% | +3.7% | -4.4% | -1.2% |
| 30D | -49.6% | -32.3% | -17.3% | -36.5% |
| 3M | -60.4% | -35.6% | -24.7% | -48.0% |
| 6M | -66.9% | -42.1% | -24.8% | -51.9% |
| YTD | -53.9% | +24.1% | -78.0% | -55.6% |
| 1Y | -67.1% | +27.9% | -95.0% | -69.2% |
| 3Y | +118.3% | +409.1% | -290.8% | +20.1% |
| 5Y | -26.9% | -25.9% | -0.9% | -52.2% |
| All | -31.2% | +1,363.9% | -1,395.1% | -56.0% |
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