-33.9%
CIFR vs HUT
+1,251.7%
-1,285.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +14.6% | +3.3% | +10.0% |
| 7D | -10.2% | -11.4% | +1.1% | -2.7% |
| 30D | -55.0% | -41.0% | -14.0% | -39.0% |
| 3M | -64.1% | -41.9% | -22.1% | -50.1% |
| 6M | -70.1% | -51.7% | -18.5% | -52.4% |
| YTD | -55.7% | +14.6% | -70.3% | -55.4% |
| 1Y | -69.9% | +21.4% | -91.2% | -70.9% |
| 3Y | +68.7% | +359.8% | -291.1% | -2.2% |
| 5Y | -26.2% | -27.5% | +1.3% | -49.7% |
| All | -33.9% | +1,251.7% | -1,285.6% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling