+127.0%
CIEN vs HAL
+200.6%
-73.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +27.4% | +2.6% | +24.7% | +26.4% |
| 30D | -26.6% | -0.1% | -26.5% | -26.3% |
| 3M | -32.0% | -1.1% | -30.8% | -31.7% |
| 6M | -49.1% | -20.7% | -28.3% | -45.4% |
| YTD | +25.7% | +17.5% | +8.2% | +17.3% |
| 1Y | +40.3% | +24.1% | +16.2% | +28.6% |
| 3Y | +566.2% | -8.4% | +574.6% | +555.1% |
| 5Y | +378.7% | +53.2% | +325.5% | +271.1% |
| 10Y | +1,252.3% | -17.2% | +1,269.5% | +963.5% |
| All | +127.0% | +200.6% | -73.6% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling