+5.8%
HD vs CIEN
+301.0%
-295.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.3% |
| 7D | +4.3% | -24.1% | +28.4% | +6.5% |
| 30D | +20.2% | -45.5% | +65.7% | +26.2% |
| 3M | -1.0% | -39.7% | +38.7% | +2.3% |
| 6M | +7.9% | -57.8% | +65.7% | +15.5% |
| YTD | +2.0% | +4.1% | -2.1% | -5.8% |
| 1Y | -4.3% | +20.8% | -25.1% | -14.3% |
| 3Y | +25.9% | +463.1% | -437.2% | -23.6% |
| All | +5.8% | +301.0% | -295.2% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling