+378.7%
CIEN vs HIG
+107.2%
+271.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +27.4% | -0.1% | +27.5% | +27.4% |
| 30D | -26.6% | +4.4% | -30.9% | -27.6% |
| 3M | -32.0% | 0.0% | -32.0% | -32.4% |
| 6M | -49.1% | +3.8% | -52.9% | -50.4% |
| YTD | +25.7% | +0.7% | +25.0% | +23.1% |
| 1Y | +40.3% | +5.0% | +35.3% | +34.7% |
| 3Y | +566.2% | +95.3% | +470.8% | +357.0% |
| 5Y | +378.7% | +110.8% | +268.0% | +211.6% |
| All | +378.7% | +107.2% | +271.6% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling