+1,676.6%
CIEN vs HWM
+1,323.5%
+353.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -10.7% | +17.0% | +10.2% |
| 7D | -5.3% | -9.2% | +3.9% | -2.6% |
| 30D | -17.2% | -17.9% | +0.6% | -11.9% |
| 3M | -26.9% | -6.0% | -20.8% | -26.0% |
| 6M | +16.0% | -7.4% | +23.4% | +17.8% |
| YTD | +45.9% | +13.1% | +32.8% | +38.1% |
| 1Y | +186.8% | +29.3% | +157.5% | +159.4% |
| 3Y | +607.8% | +389.9% | +217.9% | +320.4% |
| 5Y | +506.7% | +655.5% | -148.8% | +215.7% |
| All | +1,676.6% | +1,323.5% | +353.1% | +612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling