+344.2%
CIEN vs HWM
+565.4%
-221.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +7.7% |
| 7D | -5.3% | +1.6% | -6.9% | -5.3% |
| 30D | -40.1% | -3.9% | -36.2% | -38.6% |
| 3M | -34.7% | -23.2% | -11.5% | -24.9% |
| 6M | -50.9% | -20.0% | -30.9% | -45.1% |
| YTD | +15.2% | +5.7% | +9.5% | +8.2% |
| 1Y | +35.2% | +4.9% | +30.3% | +27.8% |
| 3Y | +522.6% | +347.0% | +175.6% | +172.4% |
| 5Y | +344.2% | +563.0% | -218.8% | +55.8% |
| All | +344.2% | +565.4% | -221.2% | +55.8% |
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