+174.5%
CIEN vs USHY
+4.6%
+170.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.3% |
| 7D | -15.2% | -0.1% | -15.0% | -14.3% |
| 30D | -21.5% | +0.1% | -21.6% | -21.6% |
| 3M | -40.1% | +0.8% | -40.9% | -43.0% |
| 6M | -6.6% | +1.7% | -8.3% | -14.9% |
| YTD | +37.3% | +2.5% | +34.8% | +19.4% |
| 1Y | +174.5% | +4.4% | +170.1% | +109.0% |
| All | +174.5% | +4.6% | +170.0% | +109.0% |
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