+477.0%
CIEN vs THC
+250.3%
+226.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -15.2% | -0.7% | -14.5% | -15.1% |
| 30D | -21.5% | +1.3% | -22.7% | -21.7% |
| 3M | -40.1% | +64.2% | -104.3% | -46.8% |
| 6M | -6.6% | +8.3% | -14.8% | -8.9% |
| YTD | +37.3% | +33.4% | +3.9% | +26.5% |
| 1Y | +174.5% | +37.7% | +136.9% | +150.0% |
| 3Y | +562.3% | +236.8% | +325.5% | +373.5% |
| All | +477.0% | +250.3% | +226.7% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling