+1,431.9%
CIEN vs HAL
+5.2%
+1,426.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.4% |
| 7D | +5.4% | -3.3% | +8.7% | +6.1% |
| 30D | -13.7% | +7.2% | -20.9% | -15.1% |
| 3M | -23.0% | -8.8% | -14.2% | -21.8% |
| 6M | -0.8% | +3.0% | -3.8% | -2.0% |
| YTD | +43.1% | +29.4% | +13.7% | +33.5% |
| 1Y | +157.6% | +62.8% | +94.8% | +127.2% |
| 3Y | +593.8% | -6.4% | +600.3% | +577.6% |
| 5Y | +520.6% | +103.6% | +417.0% | +390.3% |
| All | +1,431.9% | +5.2% | +1,426.7% | +1,107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling