+1,146.8%
CIEN vs HRB
+221.6%
+925.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | +15.3% | -5.1% | +20.3% | +15.9% |
| 30D | -22.0% | +8.7% | -30.7% | -23.1% |
| 3M | -36.6% | -5.4% | -31.3% | -36.6% |
| 6M | -51.5% | +41.6% | -93.0% | -54.6% |
| YTD | +20.0% | +18.7% | +1.3% | +15.0% |
| 1Y | +44.5% | +16.4% | +28.0% | +38.8% |
| 3Y | +539.0% | +22.0% | +517.1% | +495.2% |
| 5Y | +356.8% | +141.2% | +215.6% | +258.3% |
| All | +1,146.8% | +221.6% | +925.3% | +834.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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