+29.0%
CIEN vs HWM
+3.8%
+25.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +7.8% |
| 7D | -5.3% | +1.6% | -6.9% | -5.4% |
| 30D | -40.1% | -3.9% | -36.2% | -38.4% |
| 3M | -34.7% | -23.2% | -11.5% | -24.9% |
| 6M | -50.9% | -20.0% | -30.9% | -44.9% |
| YTD | +15.2% | +5.7% | +9.5% | -3.3% |
| All | +29.0% | +3.8% | +25.3% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling