+509.1%
CIEN vs HBM
+392.2%
+116.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -4.6% | +5.5% | -10.1% | -6.0% |
| 30D | -12.8% | +3.3% | -16.1% | -13.7% |
| 3M | -23.1% | +12.7% | -35.7% | -26.2% |
| 6M | +6.1% | +28.2% | -22.1% | -2.0% |
| YTD | +44.5% | +45.3% | -0.8% | +29.0% |
| 1Y | +176.6% | +121.7% | +54.9% | +123.4% |
| 3Y | +601.0% | +523.5% | +77.4% | +338.0% |
| 5Y | +509.1% | +393.9% | +115.2% | +286.4% |
| All | +509.1% | +392.2% | +116.9% | +286.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling