+1,500.5%
CIEN vs HCA
+511.6%
+988.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.1% |
| 7D | +8.9% | +5.4% | +3.5% | +7.3% |
| 30D | -19.1% | +3.0% | -22.1% | -19.9% |
| 3M | -21.5% | +13.0% | -34.5% | -24.9% |
| 6M | +2.8% | -20.3% | +23.1% | +8.4% |
| YTD | +49.5% | -8.2% | +57.7% | +50.9% |
| 1Y | +163.8% | +6.7% | +157.1% | +154.2% |
| 3Y | +615.8% | +60.4% | +555.4% | +492.6% |
| 5Y | +548.4% | +73.4% | +474.9% | +410.9% |
| All | +1,500.5% | +511.6% | +988.9% | +722.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling