+1,146.8%
CIEN vs HDB
+63.5%
+1,083.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.0% | -4.7% |
| 7D | +15.3% | +2.7% | +12.5% | +14.4% |
| 30D | -22.0% | +14.1% | -36.1% | -25.5% |
| 3M | -36.6% | +11.8% | -48.5% | -39.2% |
| 6M | -51.5% | +8.2% | -59.6% | -53.3% |
| YTD | +20.0% | -29.3% | +49.3% | +32.4% |
| 1Y | +44.5% | -28.8% | +73.2% | +59.0% |
| 3Y | +539.0% | -7.5% | +546.5% | +532.8% |
| 5Y | +356.8% | -23.1% | +379.9% | +371.3% |
| All | +1,146.8% | +63.5% | +1,083.3% | +883.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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