+1,486.1%
CIEN vs HLT
+643.8%
+842.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | -12.8% | -1.2% | -11.6% | -12.4% |
| 3M | -23.1% | -10.3% | -12.7% | -19.5% |
| 6M | +6.1% | +1.3% | +4.9% | +4.6% |
| YTD | +44.5% | +7.0% | +37.5% | +38.4% |
| 1Y | +176.6% | +11.9% | +164.8% | +158.4% |
| 3Y | +601.0% | +100.7% | +500.3% | +409.9% |
| 5Y | +509.1% | +147.5% | +361.6% | +298.9% |
| 10Y | +1,460.5% | +586.5% | +874.0% | +492.9% |
| All | +1,486.1% | +643.8% | +842.4% | +470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling