+304.6%
CIEN vs HST
+71.5%
+233.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -24.1% | -2.7% | -21.4% | -22.8% |
| 30D | -45.5% | +10.7% | -56.2% | -48.1% |
| 3M | -39.7% | +6.3% | -46.0% | -41.4% |
| 6M | -57.8% | +19.0% | -76.8% | -62.0% |
| YTD | +4.1% | +47.0% | -43.0% | -17.1% |
| 1Y | +20.8% | +53.4% | -32.6% | -6.2% |
| 3Y | +463.1% | +78.0% | +385.1% | +300.6% |
| All | +304.6% | +71.5% | +233.1% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling