+1,431.9%
CIEN vs HBM
+622.7%
+809.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | +0.7% |
| 7D | +5.4% | -3.7% | +9.1% | +6.2% |
| 30D | -13.7% | -3.7% | -10.0% | -13.0% |
| 3M | -23.0% | +8.0% | -31.0% | -24.7% |
| 6M | -0.8% | +15.8% | -16.6% | -4.6% |
| YTD | +43.1% | +34.4% | +8.7% | +33.3% |
| 1Y | +157.6% | +98.2% | +59.5% | +122.4% |
| 3Y | +593.8% | +476.6% | +117.2% | +378.0% |
| 5Y | +520.6% | +331.1% | +189.5% | +330.2% |
| All | +1,431.9% | +622.7% | +809.2% | +772.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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