+569.7%
CIEN vs HIG
+95.3%
+474.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +27.4% | -0.1% | +27.5% | +27.4% |
| 30D | -26.6% | +4.4% | -30.9% | -26.3% |
| 3M | -32.0% | 0.0% | -32.0% | -31.8% |
| 6M | -49.1% | +3.8% | -52.9% | -49.2% |
| YTD | +25.7% | +0.7% | +25.0% | +25.8% |
| 1Y | +40.3% | +5.0% | +35.3% | +38.7% |
| All | +569.7% | +95.3% | +474.4% | +507.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling