+5,214.5%
HD vs CIEN
+156.3%
+5,058.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.0% |
| 7D | -1.2% | +8.7% | -9.9% | -2.4% |
| 30D | +20.9% | -26.9% | +47.8% | +24.4% |
| 3M | -0.2% | -23.6% | +23.4% | +1.3% |
| 6M | +14.5% | -49.1% | +63.6% | +20.9% |
| YTD | +4.3% | +26.6% | -22.3% | -3.4% |
| 1Y | -3.5% | +42.7% | -46.2% | -12.4% |
| 3Y | +30.1% | +570.8% | -540.7% | -6.2% |
| 5Y | +8.5% | +386.4% | -378.0% | -19.6% |
| 10Y | +245.3% | +1,261.7% | -1,016.5% | +119.9% |
| All | +5,214.5% | +156.3% | +5,058.2% | +2,417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling