+1,261.7%
CIEN vs HST
+143.8%
+1,117.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.0% |
| 7D | +8.7% | -1.3% | +10.0% | +9.6% |
| 30D | -26.9% | +13.4% | -40.3% | -30.0% |
| 3M | -23.6% | +16.7% | -40.3% | -27.6% |
| 6M | -49.1% | +24.0% | -73.1% | -53.2% |
| YTD | +26.6% | +54.0% | -27.4% | +7.1% |
| 1Y | +42.7% | +55.0% | -12.3% | +20.4% |
| 3Y | +570.8% | +89.3% | +481.5% | +427.9% |
| 5Y | +386.4% | +85.4% | +301.0% | +280.9% |
| 10Y | +1,261.7% | +137.1% | +1,124.6% | +786.4% |
| All | +1,261.7% | +143.8% | +1,117.9% | +786.4% |
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