+520.6%
CIEN vs USHY
+20.9%
+499.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.2% |
| 7D | +5.4% | -0.7% | +6.1% | +7.3% |
| 30D | -13.7% | -0.5% | -13.1% | -12.4% |
| 3M | -23.0% | +0.5% | -23.5% | -23.8% |
| 6M | -0.8% | +1.5% | -2.3% | -3.4% |
| YTD | +43.1% | +1.7% | +41.3% | +39.0% |
| 1Y | +157.6% | +3.5% | +154.1% | +141.4% |
| 3Y | +593.8% | +27.2% | +566.7% | +346.9% |
| 5Y | +520.6% | +21.0% | +499.6% | +373.4% |
| All | +520.6% | +20.9% | +499.7% | +373.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling