+51.1%
CIEN vs HDB
+3,812.1%
-3,761.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -15.2% | +0.4% | -15.6% | -15.4% |
| 30D | -21.5% | -2.8% | -18.7% | -20.8% |
| 3M | -40.1% | -3.5% | -36.5% | -39.8% |
| 6M | -6.6% | -24.7% | +18.2% | +2.6% |
| YTD | +37.3% | -36.6% | +73.8% | +60.4% |
| 1Y | +174.5% | -34.4% | +208.9% | +216.1% |
| 3Y | +562.3% | -24.4% | +586.7% | +609.0% |
| 5Y | +463.9% | -35.4% | +499.3% | +530.1% |
| 10Y | +1,302.4% | +39.5% | +1,262.8% | +987.3% |
| All | +51.1% | +3,812.1% | -3,761.0% | -52.3% |
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