+48.9%
CIEN vs HCA
+11.2%
+37.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.3% | -19.6% | -6.8% |
| 7D | -25.0% | +10.2% | -35.3% | -23.0% |
| 30D | -30.1% | +17.4% | -47.6% | -27.6% |
| 3M | -33.8% | +27.7% | -61.5% | -30.6% |
| 6M | -49.4% | +20.0% | -69.5% | -45.2% |
| YTD | +16.4% | +10.0% | +6.4% | +28.7% |
| 1Y | +48.9% | +9.0% | +39.9% | +63.2% |
| All | +48.9% | +11.2% | +37.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling