+1,492.1%
CIEN vs USHY
+50.4%
+1,441.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.6% |
| 7D | -4.6% | -0.1% | -4.4% | -4.3% |
| 30D | -12.8% | 0.0% | -12.8% | -12.6% |
| 3M | -23.1% | +0.8% | -23.9% | -24.2% |
| 6M | +6.1% | +1.9% | +4.2% | +2.9% |
| YTD | +44.5% | +2.3% | +42.3% | +39.7% |
| 1Y | +176.6% | +4.1% | +172.5% | +159.0% |
| 3Y | +601.0% | +27.8% | +573.2% | +365.6% |
| 5Y | +509.1% | +21.5% | +487.6% | +347.4% |
| All | +1,492.1% | +50.4% | +1,441.7% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling