+48.9%
CIEN vs DHI
+9.6%
+39.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.1% | -17.4% | -8.2% |
| 7D | -25.0% | +9.8% | -34.8% | -24.1% |
| 30D | -30.1% | +17.8% | -48.0% | -29.4% |
| 3M | -33.8% | +4.7% | -38.5% | -32.8% |
| 6M | -49.4% | +10.0% | -59.5% | -48.9% |
| YTD | +16.4% | +10.0% | +6.4% | +19.5% |
| 1Y | +48.9% | +9.1% | +39.7% | +49.7% |
| All | +48.9% | +9.6% | +39.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling