+4,939.2%
CIEN vs HBM
+613.3%
+4,325.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.3% |
| 7D | -15.2% | -6.4% | -8.8% | -13.9% |
| 30D | -21.5% | +5.9% | -27.4% | -22.7% |
| 3M | -40.1% | -8.9% | -31.2% | -39.1% |
| 6M | -6.6% | +10.7% | -17.2% | -9.3% |
| YTD | +37.3% | +38.3% | -1.0% | +25.9% |
| 1Y | +174.5% | +121.3% | +53.2% | +126.2% |
| 3Y | +562.3% | +450.6% | +111.7% | +330.0% |
| 5Y | +463.9% | +338.0% | +126.0% | +262.3% |
| 10Y | +1,302.4% | +578.6% | +723.8% | +552.6% |
| All | +4,939.2% | +613.3% | +4,325.9% | +1,416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling