+299.3%
CIEN vs HTZ
-91.9%
+391.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -20.8% | +5.6% | -12.9% |
| 7D | -34.0% | -7.7% | -26.2% | -33.3% |
| 30D | -48.0% | -13.1% | -34.9% | -47.2% |
| 3M | -43.5% | +14.7% | -58.3% | -44.6% |
| 6M | -57.6% | -70.6% | +13.0% | -53.4% |
| YTD | -1.3% | -65.2% | +63.9% | +5.7% |
| 1Y | +17.9% | -73.2% | +91.1% | +29.0% |
| 3Y | +425.8% | -80.8% | +506.6% | +458.0% |
| 5Y | +281.5% | -94.8% | +376.3% | +355.9% |
| All | +299.3% | -91.9% | +391.2% | +370.1% |
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