+44.5%
CIEN vs HRB
+13.5%
+30.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -5.2% |
| 7D | +15.3% | -5.1% | +20.3% | +12.7% |
| 30D | -22.0% | +8.7% | -30.7% | -18.5% |
| 3M | -36.6% | -5.4% | -31.3% | -36.8% |
| 6M | -51.5% | +41.6% | -93.0% | -41.5% |
| YTD | +20.0% | +18.7% | +1.3% | +24.2% |
| 1Y | +44.5% | +16.4% | +28.0% | +48.1% |
| All | +44.5% | +13.5% | +30.9% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling