+174.5%
CIEN vs HAL
+74.7%
+99.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -15.2% | +2.9% | -18.1% | -15.2% |
| 30D | -21.5% | +17.0% | -38.5% | -22.1% |
| 3M | -40.1% | -9.7% | -30.4% | -39.5% |
| 6M | -6.6% | +8.6% | -15.2% | -5.4% |
| YTD | +37.3% | +33.0% | +4.3% | +39.8% |
| 1Y | +174.5% | +68.3% | +106.2% | +177.4% |
| All | +174.5% | +74.7% | +99.9% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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