+506.7%
CIEN vs HDB
-37.8%
+544.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +7.3% |
| 7D | -5.3% | -2.0% | -3.2% | -4.7% |
| 30D | -17.2% | -4.9% | -12.4% | -16.1% |
| 3M | -26.9% | -2.3% | -24.6% | -27.3% |
| 6M | +16.0% | -23.7% | +39.7% | +26.1% |
| YTD | +45.9% | -38.5% | +84.4% | +71.7% |
| 1Y | +186.8% | -36.5% | +223.3% | +232.4% |
| 3Y | +607.8% | -28.5% | +636.2% | +665.0% |
| 5Y | +506.7% | -37.4% | +544.1% | +555.6% |
| All | +506.7% | -37.8% | +544.5% | +555.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling