+1,146.8%
CIEN vs HIG
+261.7%
+885.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +15.3% | +2.6% | +12.7% | +14.5% |
| 30D | -22.0% | +4.2% | -26.2% | -23.2% |
| 3M | -36.6% | +0.2% | -36.8% | -37.2% |
| 6M | -51.5% | +4.6% | -56.1% | -52.8% |
| YTD | +20.0% | +1.1% | +18.8% | +17.2% |
| 1Y | +44.5% | +4.7% | +39.8% | +39.5% |
| 3Y | +539.0% | +95.5% | +443.6% | +394.5% |
| 5Y | +356.8% | +111.7% | +245.2% | +242.5% |
| All | +1,146.8% | +261.7% | +885.1% | +622.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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