+1,431.9%
CIEN vs HIG
+315.0%
+1,116.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +5.4% | -2.3% | +7.7% | +6.1% |
| 30D | -13.7% | -1.2% | -12.5% | -13.6% |
| 3M | -23.0% | +6.3% | -29.3% | -25.1% |
| 6M | -0.8% | +0.6% | -1.4% | -2.2% |
| YTD | +43.1% | +0.6% | +42.4% | +40.7% |
| 1Y | +157.6% | +6.1% | +151.5% | +148.3% |
| 3Y | +593.8% | +102.0% | +491.8% | +431.1% |
| 5Y | +520.6% | +119.2% | +401.4% | +360.3% |
| All | +1,431.9% | +315.0% | +1,116.9% | +672.4% |
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