+87.9%
CIEN vs THC
+312.8%
-224.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.5% | +5.7% |
| 7D | -24.1% | +3.7% | -27.8% | -24.8% |
| 30D | -45.5% | +9.0% | -54.5% | -46.6% |
| 3M | -39.7% | +10.4% | -50.1% | -41.2% |
| 6M | -57.8% | +45.7% | -103.5% | -61.6% |
| YTD | +4.1% | +42.6% | -38.5% | -5.5% |
| 1Y | +20.8% | +38.8% | -17.9% | +10.2% |
| 3Y | +463.1% | +418.8% | +44.3% | +284.9% |
| 5Y | +302.3% | +275.7% | +26.6% | +182.2% |
| 10Y | +1,164.4% | +1,496.2% | -331.9% | +437.7% |
| All | +87.9% | +312.8% | -224.9% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling