+29.0%
CIEN vs THC
+50.5%
-21.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +10.8% |
| 7D | -5.3% | +7.5% | -12.8% | -4.4% |
| 30D | -40.1% | +9.6% | -49.7% | -39.4% |
| 3M | -34.7% | +10.3% | -44.9% | -33.9% |
| 6M | -50.9% | +51.8% | -102.7% | -50.3% |
| YTD | +15.2% | +45.4% | -30.3% | +15.6% |
| All | +29.0% | +50.5% | -21.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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