+147.9%
CIEN vs HRB
+1,590.6%
-1,442.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.4% |
| 7D | -15.2% | -5.7% | -9.5% | -13.6% |
| 30D | -21.5% | +7.9% | -29.4% | -23.7% |
| 3M | -40.1% | +32.1% | -72.2% | -46.4% |
| 6M | -6.6% | +62.2% | -68.8% | -24.5% |
| YTD | +37.3% | +16.4% | +20.9% | +23.1% |
| 1Y | +174.5% | -0.3% | +174.8% | +158.5% |
| 3Y | +562.3% | +36.0% | +526.2% | +440.4% |
| 5Y | +463.9% | +125.2% | +338.7% | +267.0% |
| 10Y | +1,302.4% | +237.7% | +1,064.7% | +576.1% |
| All | +147.9% | +1,590.6% | -1,442.7% | -60.6% |
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