+1,206.6%
CIEN vs HST
+133.9%
+1,072.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +27.4% | +3.6% | +23.8% | +25.8% |
| 30D | -26.6% | +9.9% | -36.5% | -28.8% |
| 3M | -32.0% | +12.9% | -44.9% | -34.8% |
| 6M | -49.1% | +22.9% | -71.9% | -53.0% |
| YTD | +25.7% | +52.4% | -26.7% | +6.8% |
| 1Y | +40.3% | +52.5% | -12.2% | +19.1% |
| 3Y | +566.2% | +87.4% | +478.8% | +426.5% |
| 5Y | +378.7% | +82.9% | +295.8% | +276.8% |
| All | +1,206.6% | +133.9% | +1,072.7% | +782.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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