+1,500.5%
CIEN vs HLT
+590.2%
+910.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +8.9% | -1.6% | +10.5% | +9.6% |
| 30D | -19.1% | -5.0% | -14.1% | -17.4% |
| 3M | -21.5% | -10.4% | -11.1% | -17.9% |
| 6M | +2.8% | +3.2% | -0.4% | +0.5% |
| YTD | +49.5% | +6.7% | +42.7% | +43.4% |
| 1Y | +163.8% | +10.3% | +153.5% | +148.3% |
| 3Y | +615.8% | +99.3% | +516.5% | +427.0% |
| 5Y | +548.4% | +143.7% | +404.7% | +334.6% |
| All | +1,500.5% | +590.2% | +910.3% | +550.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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