+205.0%
HD vs CIEN
+1,400.2%
-1,195.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.3% | -8.6% | -3.3% |
| 7D | -1.2% | -5.3% | +4.1% | -0.5% |
| 30D | -11.1% | -17.2% | +6.1% | -8.9% |
| 3M | +2.0% | -26.9% | +28.9% | +5.8% |
| 6M | -10.5% | +16.0% | -26.5% | -16.5% |
| YTD | -6.9% | +45.9% | -52.8% | -18.0% |
| 1Y | -23.2% | +186.8% | -210.0% | -42.3% |
| 3Y | +3.1% | +607.8% | -604.7% | -41.1% |
| 5Y | +7.4% | +506.7% | -499.3% | -38.1% |
| 10Y | +205.0% | +1,438.7% | -1,233.7% | +43.3% |
| All | +205.0% | +1,400.2% | -1,195.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling