+1,460.5%
CIEN vs HDB
+32.4%
+1,428.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -4.6% | -4.9% | +0.3% | -3.2% |
| 30D | -12.8% | -5.8% | -7.0% | -11.4% |
| 3M | -23.1% | -5.2% | -17.9% | -22.6% |
| 6M | +6.1% | -25.7% | +31.8% | +15.4% |
| YTD | +44.5% | -39.6% | +84.1% | +68.1% |
| 1Y | +176.6% | -36.9% | +213.5% | +216.6% |
| 3Y | +601.0% | -29.7% | +630.7% | +660.2% |
| 5Y | +509.1% | -37.8% | +546.9% | +573.0% |
| 10Y | +1,460.5% | +33.7% | +1,426.8% | +1,209.9% |
| All | +1,460.5% | +32.4% | +1,428.0% | +1,209.9% |
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