+48.9%
CIEN vs USHY
+1.9%
+47.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -13.9% |
| 7D | -25.0% | -0.2% | -24.9% | -23.6% |
| 30D | -30.1% | +0.7% | -30.8% | -32.5% |
| 3M | -33.8% | -2.2% | -31.6% | -21.3% |
| 6M | -49.4% | -0.9% | -48.6% | -45.4% |
| YTD | +16.4% | +0.2% | +16.3% | +19.9% |
| 1Y | +48.9% | +1.7% | +47.1% | +29.6% |
| All | +48.9% | +1.9% | +47.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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