+543.5%
CIEN vs HCA
+71.9%
+471.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +8.9% | +5.4% | +3.5% | +7.7% |
| 30D | -19.1% | +3.0% | -22.1% | -19.7% |
| 3M | -21.5% | +13.0% | -34.5% | -24.2% |
| 6M | +2.8% | -20.3% | +23.1% | +8.7% |
| YTD | +49.5% | -8.2% | +57.7% | +51.8% |
| 1Y | +163.8% | +6.7% | +157.1% | +156.5% |
| 3Y | +615.8% | +60.4% | +555.4% | +494.0% |
| All | +543.5% | +71.9% | +471.6% | +392.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling