+127.0%
CIEN vs HRB
+1,648.1%
-1,521.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +27.4% | -7.8% | +35.2% | +30.3% |
| 30D | -26.6% | +15.7% | -42.3% | -30.8% |
| 3M | -32.0% | -5.5% | -26.4% | -32.1% |
| 6M | -49.1% | +41.1% | -90.2% | -56.3% |
| YTD | +25.7% | +20.4% | +5.3% | +9.8% |
| 1Y | +40.3% | +15.2% | +25.1% | +24.1% |
| 3Y | +566.2% | +24.3% | +541.9% | +454.9% |
| 5Y | +378.7% | +144.7% | +234.0% | +198.5% |
| 10Y | +1,252.3% | +227.8% | +1,024.5% | +553.5% |
| All | +127.0% | +1,648.1% | -1,521.1% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling