+28.1%
CIEN vs HDB
+4,284.7%
-4,256.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | -9.3% | +12.7% | -22.0% | -13.5% |
| 30D | -39.5% | +16.6% | -56.1% | -43.2% |
| 3M | -29.8% | +10.8% | -40.6% | -33.0% |
| 6M | -50.4% | +3.8% | -54.2% | -51.9% |
| YTD | +16.3% | -28.9% | +45.2% | +29.6% |
| 1Y | +30.4% | -28.0% | +58.3% | +44.4% |
| 3Y | +516.6% | -7.2% | +523.7% | +508.8% |
| 5Y | +349.8% | -22.2% | +372.0% | +366.9% |
| 10Y | +1,184.7% | +63.6% | +1,121.1% | +833.5% |
| All | +28.1% | +4,284.7% | -4,256.6% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling