+1,344.3%
CIEN vs HCA
+1,635.7%
-291.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.5% |
| 7D | -5.3% | -2.8% | -2.5% | -4.5% |
| 30D | -17.2% | -2.7% | -14.5% | -16.7% |
| 3M | -26.9% | +11.5% | -38.4% | -30.3% |
| 6M | +16.0% | -24.3% | +40.3% | +24.8% |
| YTD | +45.9% | -13.6% | +59.5% | +50.0% |
| 1Y | +186.8% | -3.2% | +190.0% | +182.9% |
| 3Y | +607.8% | +50.4% | +557.4% | +486.1% |
| 5Y | +506.7% | +64.8% | +442.0% | +374.6% |
| 10Y | +1,438.7% | +456.5% | +982.2% | +619.2% |
| All | +1,344.3% | +1,635.7% | -291.4% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling