+4,756.7%
HD vs CIEN
+177.9%
+4,578.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -2.1% | -15.2% | +13.1% | -0.1% |
| 30D | -8.4% | -21.5% | +13.1% | -6.0% |
| 3M | +4.3% | -40.1% | +44.4% | +9.9% |
| 6M | -11.1% | -6.6% | -4.6% | -12.6% |
| YTD | -4.7% | +37.3% | -41.9% | -11.3% |
| 1Y | -19.8% | +174.5% | -194.4% | -32.3% |
| 3Y | +4.1% | +562.3% | -558.2% | -23.7% |
| 5Y | +10.3% | +463.9% | -453.6% | -18.6% |
| 10Y | +203.2% | +1,302.4% | -1,099.2% | +95.1% |
| All | +4,756.7% | +177.9% | +4,578.8% | +2,211.6% |
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