+112.8%
HL vs CIEN
+356.6%
-243.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -0.6% |
| 7D | -11.1% | +15.3% | -26.4% | -14.7% |
| 30D | -12.1% | -22.0% | +9.9% | -7.1% |
| 3M | -26.1% | -36.6% | +10.5% | -18.2% |
| 6M | -37.7% | -51.5% | +13.7% | -26.8% |
| YTD | -31.7% | +20.0% | -51.6% | -38.5% |
| 1Y | -11.6% | +44.5% | -56.1% | -24.4% |
| 3Y | +249.6% | +539.0% | -289.4% | +91.5% |
| All | +112.8% | +356.6% | -243.8% | +13.2% |
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