+344.2%
CIEN vs HDB
-23.0%
+367.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +9.8% |
| 7D | -5.3% | +13.7% | -19.0% | -9.2% |
| 30D | -40.1% | +15.8% | -56.0% | -43.2% |
| 3M | -34.7% | +9.2% | -43.9% | -36.9% |
| 6M | -50.9% | +3.2% | -54.0% | -52.0% |
| YTD | +15.2% | -29.4% | +44.5% | +29.1% |
| 1Y | +35.2% | -27.9% | +63.1% | +50.4% |
| 3Y | +522.6% | -5.9% | +528.5% | +505.2% |
| 5Y | +344.2% | -23.5% | +367.7% | +340.2% |
| All | +344.2% | -23.0% | +367.2% | +340.2% |
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