+157.6%
CIEN vs HIG
+7.0%
+150.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -0.9% |
| 7D | +5.4% | -2.3% | +7.7% | +3.8% |
| 30D | -13.7% | -1.2% | -12.5% | -13.8% |
| 3M | -23.0% | +6.3% | -29.3% | -20.2% |
| 6M | -0.8% | +0.6% | -1.4% | +2.3% |
| YTD | +43.1% | +0.6% | +42.4% | +49.1% |
| 1Y | +157.6% | +6.1% | +151.5% | +174.1% |
| All | +157.6% | +7.0% | +150.7% | +174.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling