+816.7%
CIEN vs HUT
+194.0%
+622.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.6% | -9.1% | +3.8% |
| 7D | -24.1% | -11.4% | -12.7% | -23.2% |
| 30D | -45.5% | -41.0% | -4.4% | -42.3% |
| 3M | -39.7% | -41.9% | +2.2% | -36.3% |
| 6M | -57.8% | -51.7% | -6.1% | -54.7% |
| YTD | +4.1% | +14.6% | -10.5% | +2.5% |
| 1Y | +20.8% | +21.4% | -0.6% | +18.0% |
| 3Y | +463.1% | +359.8% | +103.3% | +377.9% |
| 5Y | +302.3% | -27.5% | +329.8% | +247.5% |
| All | +816.7% | +194.0% | +622.8% | +556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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