+5,246.4%
HD vs CIEN
+133.2%
+5,113.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.7% | -7.8% | +1.6% |
| 7D | +3.6% | -5.3% | +8.9% | +3.9% |
| 30D | +21.6% | -40.1% | +61.7% | +28.2% |
| 3M | +0.1% | -34.7% | +34.8% | +3.6% |
| 6M | +13.0% | -50.9% | +63.9% | +19.8% |
| YTD | +4.9% | +15.2% | -10.2% | -1.6% |
| 1Y | -2.1% | +35.2% | -37.2% | -10.5% |
| 3Y | +32.6% | +522.6% | -490.0% | -3.6% |
| 5Y | +8.2% | +344.2% | -336.0% | -18.8% |
| 10Y | +257.9% | +1,188.7% | -930.8% | +129.6% |
| All | +5,246.4% | +133.2% | +5,113.2% | +2,463.1% |
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