+147.9%
CIEN vs HUBB
+2,246.2%
-2,098.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -15.2% | +0.5% | -15.7% | -15.7% |
| 30D | -21.5% | -10.0% | -11.5% | -15.5% |
| 3M | -40.1% | -4.8% | -35.3% | -38.1% |
| 6M | -6.6% | -5.6% | -1.0% | -2.7% |
| YTD | +37.3% | +4.7% | +32.6% | +33.5% |
| 1Y | +174.5% | +6.7% | +167.9% | +165.2% |
| 3Y | +562.3% | +45.8% | +516.5% | +411.5% |
| 5Y | +463.9% | +145.9% | +318.0% | +190.7% |
| 10Y | +1,302.4% | +418.6% | +883.8% | +283.3% |
| All | +147.9% | +2,246.2% | -2,098.3% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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