-2.6%
HD vs CIEN
+35.5%
-38.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | 0.0% |
| 7D | +1.5% | +15.3% | -13.7% | +2.0% |
| 30D | +18.0% | -22.0% | +40.0% | +17.4% |
| 3M | +2.8% | -36.6% | +39.4% | +2.2% |
| 6M | +17.0% | -51.5% | +68.4% | +17.4% |
| YTD | +3.5% | +20.0% | -16.4% | +3.1% |
| 1Y | -2.6% | +44.5% | -47.0% | -3.3% |
| All | -2.6% | +35.5% | -38.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling