+592.2%
CIEN vs HRB
+25.9%
+566.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.2% |
| 7D | -4.6% | -10.6% | +6.1% | -6.0% |
| 30D | -12.8% | -0.8% | -12.0% | -12.9% |
| 3M | -23.1% | +19.1% | -42.1% | -20.6% |
| 6M | +6.1% | +48.7% | -42.6% | +12.2% |
| YTD | +44.5% | +7.1% | +37.4% | +56.0% |
| 1Y | +176.6% | -8.3% | +184.9% | +205.5% |
| All | +592.2% | +25.9% | +566.3% | +553.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling