+4,304.1%
CIEN vs HBM
+456.2%
+3,847.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | +15.3% | +2.2% | +13.0% | +14.7% |
| 30D | -22.0% | -11.8% | -10.2% | -19.2% |
| 3M | -36.6% | -19.2% | -17.4% | -32.9% |
| 6M | -51.5% | -22.9% | -28.6% | -48.3% |
| YTD | +20.0% | +7.8% | +12.2% | +17.4% |
| 1Y | +44.5% | +34.9% | +9.5% | +34.4% |
| 3Y | +539.0% | +422.2% | +116.8% | +325.6% |
| 5Y | +356.8% | +192.8% | +164.0% | +226.3% |
| 10Y | +1,190.4% | +281.1% | +909.3% | +604.2% |
| All | +4,304.1% | +456.2% | +3,847.9% | +1,314.8% |
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