+543.5%
CIEN vs DHI
+61.2%
+482.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.1% |
| 7D | +8.9% | -3.4% | +12.3% | +9.7% |
| 30D | -19.1% | -5.4% | -13.7% | -18.1% |
| 3M | -21.5% | -10.4% | -11.0% | -19.8% |
| 6M | +2.8% | -2.8% | +5.6% | +2.6% |
| YTD | +49.5% | -3.4% | +52.9% | +48.5% |
| 1Y | +163.8% | -22.9% | +186.7% | +177.5% |
| 3Y | +615.8% | +20.7% | +595.1% | +513.3% |
| All | +543.5% | +61.2% | +482.3% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling