+87.9%
CIEN vs HST
+365.0%
-277.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -24.1% | -2.7% | -21.4% | -23.0% |
| 30D | -45.5% | +10.7% | -56.2% | -47.7% |
| 3M | -39.7% | +6.3% | -46.0% | -41.2% |
| 6M | -57.8% | +19.0% | -76.8% | -61.2% |
| YTD | +4.1% | +47.0% | -43.0% | -13.0% |
| 1Y | +20.8% | +53.4% | -32.6% | -1.0% |
| 3Y | +463.1% | +78.0% | +385.1% | +333.3% |
| 5Y | +302.3% | +71.7% | +230.6% | +205.9% |
| 10Y | +1,164.4% | +146.2% | +1,018.2% | +614.4% |
| All | +87.9% | +365.0% | -277.0% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling