+256.9%
HL vs CIEN
+1,531.8%
-1,274.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.6% |
| 7D | -4.4% | +8.9% | -13.2% | -7.0% |
| 30D | +9.3% | -19.1% | +28.4% | +16.0% |
| 3M | +32.0% | -21.5% | +53.5% | +39.6% |
| 6M | -6.4% | +2.8% | -9.3% | -10.6% |
| YTD | +3.1% | +49.5% | -46.3% | -13.3% |
| 1Y | +77.6% | +163.8% | -86.2% | +25.5% |
| 3Y | +392.8% | +615.8% | -223.0% | +134.1% |
| 5Y | +234.1% | +548.4% | -314.3% | +55.6% |
| All | +256.9% | +1,531.8% | -1,274.9% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling