+477.0%
CIEN vs HWM
+743.6%
-266.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -15.2% | -2.1% | -13.1% | -14.7% |
| 30D | -21.5% | -11.0% | -10.5% | -16.6% |
| 3M | -40.1% | +4.0% | -44.1% | -42.1% |
| 6M | -6.6% | -0.2% | -6.3% | -7.7% |
| YTD | +37.3% | +26.7% | +10.6% | +17.6% |
| 1Y | +174.5% | +44.7% | +129.8% | +118.5% |
| 3Y | +562.3% | +426.1% | +136.2% | +175.7% |
| All | +477.0% | +743.6% | -266.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling