+163.5%
CIEN vs HPQ
+538.5%
-375.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +8.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -17.2% | +3.7% | -21.0% | -19.7% |
| 3M | -26.9% | +24.3% | -51.2% | -37.4% |
| 6M | +16.0% | +64.8% | -48.7% | -19.0% |
| YTD | +45.9% | +43.9% | +2.0% | +9.3% |
| 1Y | +186.8% | +11.7% | +175.1% | +147.3% |
| 3Y | +607.8% | +19.7% | +588.1% | +459.0% |
| 5Y | +506.7% | +32.2% | +474.5% | +328.5% |
| 10Y | +1,438.7% | +198.9% | +1,239.8% | +456.3% |
| All | +163.5% | +538.5% | -375.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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