+161.0%
CIEN vs HUM
+2,469.2%
-2,308.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -0.2% | -4.3% | -4.5% |
| 30D | -12.8% | +3.7% | -16.5% | -13.6% |
| 3M | -23.1% | +10.4% | -33.5% | -24.9% |
| 6M | +6.1% | +125.7% | -119.6% | -13.7% |
| YTD | +44.5% | +57.3% | -12.8% | +26.1% |
| 1Y | +176.6% | +48.6% | +128.0% | +142.4% |
| 3Y | +601.0% | -11.3% | +612.3% | +568.2% |
| 5Y | +509.1% | +0.8% | +508.3% | +449.2% |
| 10Y | +1,460.5% | +146.7% | +1,313.8% | +967.5% |
| All | +161.0% | +2,469.2% | -2,308.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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