+44.5%
CIEN vs HST
+53.2%
-8.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +15.3% | +3.6% | +11.7% | +13.9% |
| 30D | -22.0% | +11.2% | -33.2% | -22.7% |
| 3M | -36.6% | +13.1% | -49.7% | -37.4% |
| 6M | -51.5% | +23.9% | -75.4% | -54.0% |
| YTD | +20.0% | +52.3% | -32.3% | +9.6% |
| 1Y | +44.5% | +56.7% | -12.2% | +31.8% |
| All | +44.5% | +53.2% | -8.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling