+539.0%
CIEN vs HWM
+348.7%
+190.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.5% | -3.9% |
| 7D | +15.3% | +7.3% | +8.0% | +10.8% |
| 30D | -22.0% | +1.6% | -23.6% | -22.5% |
| 3M | -36.6% | -21.9% | -14.8% | -27.4% |
| 6M | -51.5% | -19.0% | -32.4% | -45.8% |
| YTD | +20.0% | +7.9% | +12.0% | +10.2% |
| 1Y | +44.5% | +9.9% | +34.5% | +31.3% |
| 3Y | +539.0% | +342.1% | +196.9% | +225.0% |
| All | +539.0% | +348.7% | +190.3% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling