+455.4%
CIEN vs HTZ
-89.5%
+544.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -15.2% | +7.5% | -22.7% | -15.8% |
| 30D | -21.5% | +47.4% | -68.9% | -24.9% |
| 3M | -40.1% | -54.9% | +14.8% | -36.9% |
| 6M | -6.6% | -47.0% | +40.4% | -3.6% |
| YTD | +37.3% | -55.3% | +92.5% | +43.4% |
| 1Y | +174.5% | -57.6% | +232.2% | +184.6% |
| 3Y | +562.3% | -86.6% | +648.9% | +657.4% |
| 5Y | +463.9% | -86.1% | +550.1% | +530.2% |
| All | +455.4% | -89.5% | +544.9% | +538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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